Related papers: Local mixture models of exponential families
We consider on-line density estimation with a parameterized density from the exponential family. The on-line algorithm receives one example at a time and maintains a parameter that is essentially an average of the past examples. After…
Asymptotics of the normalizing constant is computed for a class of one parameter exponential families on permutations which includes Mallows model with Spearmans's Footrule and Spearman's Rank Correlation Statistic. The MLE, and a…
This paper has been withdrawn. With the advancement of statistical theory and computing power, data sets are providing a greater amount of insight into the problems of today. Statisticians have an ever increasing number of tools to attack…
We study exponential families of distributions that are multivariate totally positive of order 2 (MTP2), show that these are convex exponential families, and derive conditions for existence of the MLE. Quadratic exponential familes of MTP2…
Given a reference model that includes all the available variables, projection predictive inference replaces its posterior with a constrained projection including only a subset of all variables. We extend projection predictive inference to…
While probability theory is normally applied to external environments, there has been some recent interest in probabilistic modeling of the outputs of computations that are too expensive to run. Since mathematical logic is a powerful tool…
Optimising probabilistic models is a well-studied field in statistics. However, its connection with the training of generative models remains largely under-explored. In this paper, we show that the evolution of time-varying generative…
Implicit probabilistic models are a flexible class of models defined by a simulation process for data. They form the basis for theories which encompass our understanding of the physical world. Despite this fundamental nature, the use of…
A nonparametric family of conditional distributions is introduced, which generalizes conditional exponential families using functional parameters in a suitable RKHS. An algorithm is provided for learning the generalized natural parameter,…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior…
This paper considers a family of distributions constructed by a stochastic mixture of the order statistics of a sample of size two. Various properties of the proposed model are studied. We apply the model to extend the exponential and…
The large-sample properties of likelihood-based statistical inference under mixture models have received much attention from statisticians. Although the consistency of the nonparametric MLE is regarded as a standard conclusion, many…
Complex machine learning algorithms are used more and more often in critical tasks involving text data, leading to the development of interpretability methods. Among local methods, two families have emerged: those computing importance…
Compartmental epidemic models have been widely used for predicting the course of epidemics, from estimating the basic reproduction number to guiding intervention policies. Studies commonly acknowledge these models' assumptions but less…
Empirical Bayes methods offer valuable tools for a large class of compound decision problems. In this tutorial we describe some basic principles of the empirical Bayes paradigm stressing their frequentist interpretation. Emphasis is placed…
We present an abstract framework for asymptotic analysis of convergence based on the notions of eventual families of sets that we define. A family of subsets of a given set is called here an "eventual family" if it is upper hereditary with…
We extend the theory of local constants to l-adic families of representations of GL_n(F) where F is a p-adic field with l not equal to p. We construct zeta integrals and gamma factors for representations coming from the conjectural "local…
Learning of continuous exponential family distributions with unbounded support remains an important area of research for both theory and applications in high-dimensional statistics. In recent years, score matching has become a widely used…
Mathematical psychology has a long tradition of modeling probabilistic choice via distribution-free random utility models and associated random preference models. For such models, the predicted choice probabilities often form a bounded and…