Related papers: Geometry of maximum likelihood estimation in Gauss…
Given a graph in which a few vertices are deemed interesting a priori, the vertex nomination task is to order the remaining vertices into a nomination list such that there is a concentration of interesting vertices at the top of the list.…
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…
The maximum likelihood estimator (MLE) is pivotal in statistical inference, yet its application is often hindered by the absence of closed-form solutions for many models. This poses challenges in real-time computation scenarios,…
Consider a setting with $N$ independent individuals, each with an unknown parameter, $p_i \in [0, 1]$ drawn from some unknown distribution $P^\star$. After observing the outcomes of $t$ independent Bernoulli trials, i.e., $X_i \sim…
In this article, we compute the precise value of the maximum likelihood degree of the Gaussian graphical model of a cycle, confirming a conjecture due to Drton, Sturmfels and Sullivant.
The complexity of a maximum likelihood estimation is measured by its maximum likelihood degree ($ML$ degree). In this paper we study the maximum likelihood problem associated to chemical networks composed by one single chemical reaction…
Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find…
We show that algebraic varieties with maximum likelihood degree one are exactly the images of reduced A-discriminantal varieties under monomial maps with finite fibers. The maximum likelihood estimator corresponding to such a variety is…
This work establishes regularity conditions for consistency and asymptotic normality of the multiple parameter maximum likelihood estimator(MLE) from censored data, where the censoring mechanism is in the form of $1$-bit measurements. The…
Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…
We establish thresholds for the feasibility of random multi-graph alignment in two models. In the Gaussian model, we demonstrate an "all-or-nothing" phenomenon: above a critical threshold, exact alignment is achievable with high…
We consider a Bayesian approach to model selection in Gaussian linear regression, where the number of predictors might be much larger than the number of observations. From a frequentist view, the proposed procedure results in the penalized…
Learning a Gaussian Mixture Model (GMM) is hard when the number of parameters is too large given the amount of available data. As a remedy, we propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM), as well as…
The edge domination number $\gamma_e(G)$ of a graph $G$ is the minimum size of a maximal matching in $G$. It is well known that this parameter is computationally very hard, and several approximation algorithms and heuristics have been…
Loss tomography has received considerable attention in recent years and a number of estimators based on maximum likelihood (ML) or Bayesian principles have been proposed. Almost all of the estimators are devoted to the tree topology despite…
Most Probable Explanation (MPE) inference in Probabilistic Graphical Models (PGMs) is a fundamental yet computationally challenging problem arising in domains such as diagnosis, planning, and structured prediction. In many practical…
We propose a Bayesian approximate inference method for learning the dependence structure of a Gaussian graphical model. Using pseudo-likelihood, we derive an analytical expression to approximate the marginal likelihood for an arbitrary…
With the growth of interest in network data across fields, the Exponential Random Graph Model (ERGM) has emerged as the leading approach to the statistical analysis of network data. ERGM parameter estimation requires the approximation of an…
The problem of graphical model selection is to correctly estimate the graph structure of a Markov random field given samples from the underlying distribution. We analyze the information-theoretic limitations of the problem of graph…
Let $G_n$ be a random geometric graph with vertex set $[n]$ based on $n$ i.i.d.\ random vectors $X_1,\ldots,X_n$ drawn from an unknown density $f$ on $\R^d$. An edge $(i,j)$ is present when $\|X_i -X_j\| \le r_n$, for a given threshold…