On efficiency gains via augmenting a tiny sample with a massive auxiliary sample

arXiv:2608.26610 · stat.ME, math.ST, stat.ML, stat.TH · Submitted 2026-08-27 · Read on arXiv

stat.ME, math.ST, stat.ML, stat.TH

Submitted: 2026-08-27

Updated: 2026-08-28

Code: https://github.com/yenchic/full-likelihood-augmentation

Terminology

• Fisher Information — 17× in this paper · explained in 3 episodes
• Consistency — 4× in this paper · explained in 3 episodes
• Gaussian Mixture Model — 4× in this paper
• Generative Model — 4× in this paper · explained in 2 episodes
• Score Function — 4× in this paper · explained in 4 episodes
• Accuracy — 3× in this paper · explained in 1 episode
• Covariate Shift — 3× in this paper · explained in 2 episodes
• Robustness — 3× in this paper · explained in 5 episodes
• Core — 2× in this paper · explained in 2 episodes
• Data Augmentation — 2× in this paper · explained in 7 episodes
• Gaussian Mixture Model (GMM) — 2× in this paper · explained in 2 episodes
• Selection Bias — 2× in this paper · explained in 4 episodes
• Bayesian Inference — 1× in this paper · explained in 5 episodes
• Calibration — 1× in this paper · explained in 7 episodes
• Diffusion Model — 1× in this paper · explained in 8 episodes
• Diffusion Models — 1× in this paper · explained in 6 episodes
• Entanglement — 1× in this paper · explained in 4 episodes
• Generalizability — 1× in this paper · explained in 6 episodes
• Generalization — 1× in this paper · explained in 13 episodes
• IPW and FL Mean Squared Error — 1× in this paper
• Kullback-Leibler (KL) Divergence — 1× in this paper · explained in 3 episodes
• Mean Integrated Squared Error — 1× in this paper
• Reinforcement Learning — 1× in this paper · explained in 4 episodes
• Sample Efficiency — 1× in this paper · explained in 4 episodes
• Variational Bayes — 1× in this paper · explained in 2 episodes

Sources

• A Frequentist Statistical Introduction to Variational Inference, Autoencoders, and Diffusion Models
• Auto-Encoding Variational Bayes
• Modeling Multivariate Missingness with Tree Graphs and Conjugate Odds
• Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments

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