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Researcher profile

Hien Duy Nguyen

Hien Duy Nguyen contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Machine Learningmath.STMethodologyStatistics TheoryArtificial Intelligencemath.ATmath.DG

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Published work

4 published item(s)

preprint2026arXiv

Bayesian inference with sources of uncertainty: from confidence modelling to sparse estimation

We introduce a general framework that extends Bayesian inference by allowing the researcher to explicitly encode confidence in each source of uncertainty within the model. This mechanism provides a new handle for model design and regularisation control. Building on this framework, we develop a general approach for inducing sparsity in statistical models and illustrate its use in linear and logistic regression, as well as in Bayesian neural networks.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

TopoGeoScore: A Self-Supervised Source-Only Geometric Framework for OOD Checkpoint Selection

Out-of-distribution (OOD) robustness is difficult to diagnose when target-domain labels are unavailable. We consider a more restrictive source-only variant of unsupervised accuracy estimation: selecting robust checkpoints using only source-domain representations, with no target samples or target labels. We propose \textbf{TopoGeoScore}, a source-only geometric scorer for label-free OOD checkpoint selection. Given a trained checkpoint, we construct class-conditional mutual $k$-nearest-neighbour graphs from source embeddings and extract three interpretable signals: a torsion-inspired reduced Laplacian log-determinant for global class-manifold complexity, Ollivier--Ricci curvature for local neighbourhood regularity, and higher-order topological summaries for fragmented connectivity, loops, and global--local inconsistency. Instead of fixing their weights by hand, TopoGeoScore learns a non-negative linear score through a self-supervised objective that enforces invariance under approximately geometry-preserving embedding views and separation from structure-breaking views. The score remains interpretable and uses no target-domain samples or labels. Results across CIFAR-based corruption and distribution-shift benchmarks, ImageNet-C, MNLI$\to$HANS transfer, and OGBN-Arxiv suggest that source representations contain measurable global--local--topological evidence of robustness, supporting practical checkpoint selection before deployment under distribution shift.

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preprint2022arXiv

Finite sample inference for generic autoregressive models

Autoregressive models are a class of time series models that are important in both applied and theoretical statistics. Typically, inferential devices such as confidence sets and hypothesis tests for time series models require nuanced asymptotic arguments and constructions. We present a simple alternative to such arguments that allow for the construction of finite sample valid inferential devices, using a data splitting approach. We prove the validity of our constructions, as well as the validity of related sequential inference tools. A set of simulation studies are presented to demonstrate the applicability of our methodology.

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preprint2021arXiv

Non-asymptotic model selection in block-diagonal mixture of polynomial experts models

Model selection, via penalized likelihood type criteria, is a standard task in many statistical inference and machine learning problems. Progress has led to deriving criteria with asymptotic consistency results and an increasing emphasis on introducing non-asymptotic criteria. We focus on the problem of modeling non-linear relationships in regression data with potential hidden graph-structured interactions between the high-dimensional predictors, within the mixture of experts modeling framework. In order to deal with such a complex situation, we investigate a block-diagonal localized mixture of polynomial experts (BLoMPE) regression model, which is constructed upon an inverse regression and block-diagonal structures of the Gaussian expert covariance matrices. We introduce a penalized maximum likelihood selection criterion to estimate the unknown conditional density of the regression model. This model selection criterion allows us to handle the challenging problem of inferring the number of mixture components, the degree of polynomial mean functions, and the hidden block-diagonal structures of the covariance matrices, which reduces the number of parameters to be estimated and leads to a trade-off between complexity and sparsity in the model. In particular, we provide a strong theoretical guarantee: a finite-sample oracle inequality satisfied by the penalized maximum likelihood estimator with a Jensen-Kullback-Leibler type loss, to support the introduced non-asymptotic model selection criterion. The penalty shape of this criterion depends on the complexity of the considered random subcollection of BLoMPE models, including the relevant graph structures, the degree of polynomial mean functions, and the number of mixture components.

0 citations0 reviewsNo code linkedOpen access