Related papers: Maximum Likelihood Estimation of Nonnegative Trigo…
We present a novel communication-efficient Newton-type algorithm for finite-sum optimization over a distributed computing environment. Our method, named DINO, overcomes both theoretical and practical shortcomings of similar existing…
Efficient approximation of geodesics is crucial for practical algorithms on manifolds. Here we introduce a class of retractions on submanifolds, induced by a foliation of the ambient manifold. They match the projective retraction to the…
Neural network ensembling is a common and robust way to increase model efficiency. In this paper, we propose a new neural network ensemble algorithm based on Audibert's empirical star algorithm. We provide optimal theoretical minimax bound…
Normalizing Flows are a promising new class of algorithms for unsupervised learning based on maximum likelihood optimization with change of variables. They offer to learn a factorized component representation for complex nonlinear data and,…
We explore the class of exchangeable Bernoulli distributions building on their geometrical structure. Exchangeable Bernoulli probability mass functions are points in a convex polytope and we have found analytical expressions for their…
Function approximation based on data drawn randomly from an unknown distribution is an important problem in machine learning. The manifold hypothesis assumes that the data is sampled from an unknown submanifold of a high dimensional…
We consider approximate maximum likelihood parameter estimation in nonlinear state-space models. We discuss both direct optimization of the likelihood and expectation--maximization (EM). For EM, we also give closed-form expressions for the…
In a range of fields including the geosciences, molecular biology, robotics and computer vision, one encounters problems that involve random variables on manifolds. Currently, there is a lack of flexible probabilistic models on manifolds…
In recent years, a deep learning framework has been widely used for object pose estimation. While quaternion is a common choice for rotation representation, it cannot represent the ambiguity of the observation. In order to handle the…
Circular and non-flat data distributions are prevalent across diverse domains of data science, yet their specific geometric structures often remain underutilized in machine learning frameworks. A principled approach to accounting for the…
We propose a novel deep neural network methodology for density estimation on product Riemannian manifold domains. In our approach, the network directly parameterizes the unknown density function and is trained using a penalized maximum…
The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…
The Birnbaum-Saunders distribution, also known as the fatigue-life distribution, is frequently used in reliability studies. We obtain adjustments to the Birnbaum--Saunders profile likelihood function. The modified versions of the likelihood…
Maximum likelihood estimation of energy-based models is a challenging problem due to the intractability of the log-likelihood gradient. In this work, we propose learning both the energy function and an amortized approximate sampling…
Since its introduction, the skew-$t$ distribution has received much attention in the literature both for the study of theoretical properties and as a model for data fitting in empirical work. A major motivation for this interest is the high…
The problem of finding overlapping communities in networks has gained much attention recently. Optimization-based approaches use non-negative matrix factorization (NMF) or variants, but the global optimum cannot be provably attained in…
In spatial statistics, fast and accurate parameter estimation, coupled with a reliable means of uncertainty quantification, can be challenging when fitting a spatial process to real-world data because the likelihood function might be slow…
We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters.…
As a technique to investigate link-level loss rates of a computer network with low operational cost, loss tomography has received considerable attentions in recent years. A number of parameter estimation methods have been proposed for loss…
In this paper, we propose a distributed Newton method for consensus optimization. Our approach outperforms state-of-the-art methods, including ADMM. The key idea is to exploit the sparsity of the dual Hessian and recast the computation of…