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Rue and Held (2005) proposed a method for efficiently computing the Gaussian likelihood for stationary Markov random field models, when the data locations fall on a complete regular grid, and the model has no additive error term. The…

Computation · Statistics 2019-12-16 Joseph Guinness , Ilse C. F. Ipsen

Due to the ease of modern data collection, applied statisticians often have access to a large set of covariates that they wish to relate to some observed outcome. Generalized linear models (GLMs) offer a particularly interpretable framework…

Computation · Statistics 2019-05-21 Brian L. Trippe , Jonathan H. Huggins , Raj Agrawal , Tamara Broderick

As an alternative to parsimony analyses, stochastic models have been proposed (Lewis, 2001), (Nylander, et al., 2004) for morphological characters, so that maximum likelihood or Bayesian analyses may be used for phylogenetic inference. A…

Populations and Evolution · Quantitative Biology 2009-12-20 Elizabeth S. Allman , Mark T. Holder , John A. Rhodes

Stochastic gradient descent (SGD) is a popular algorithm for minimizing objective functions that arise in machine learning. For constant step-sized SGD, the iterates form a Markov chain on a general state space. Focusing on a class of…

Optimization and Control · Mathematics 2025-03-26 David Shirokoff , Philip Zaleski

Rooted bifurcating trees are mathematical objects used to model evolutionary relationships and arise naturally in both coalescent theory and phylogenetics. Recent numerical representations of tree topologies, known as F-matrices, allow for…

We investigate two approaches to increase the efficiency of phenotypic prediction from genome-wide markers, which is a key step for genomic selection (GS) in plant and animal breeding. The first approach is feature selection based on Markov…

Methodology · Statistics 2013-09-09 Marco Scutari , Ian Mackay , David J. Balding

The technological applications of hidden Markov models have been extremely diverse and successful, including natural language processing, gesture recognition, gene sequencing, and Kalman filtering of physical measurements. HMMs are highly…

Algebraic Geometry · Mathematics 2012-09-04 Andrew J. Critch

We explore the usage of the Levenberg-Marquardt (LM) algorithm for regression (non-linear least squares) and classification (generalized Gauss-Newton methods) tasks in neural networks. We compare the performance of the LM method with other…

Machine Learning · Computer Science 2022-12-20 Omead Pooladzandi , Yiming Zhou

Stochastic gradient Markov Chain Monte Carlo (SGMCMC) is considered the gold standard for Bayesian inference in large-scale models, such as Bayesian neural networks. Since practitioners face speed versus accuracy tradeoffs in these models,…

Machine Learning · Computer Science 2022-07-19 Antonios Alexos , Alex Boyd , Stephan Mandt

It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…

Machine Learning · Statistics 2018-06-08 Michael Hornstein , Roger Fan , Kerby Shedden , Shuheng Zhou

We present the first sub-quadratic time algorithm that with high probability correctly reconstructs phylogenetic trees for short sequences generated by a Markov model of evolution. Due to rapid expansion in sequence databases, such very…

Populations and Evolution · Quantitative Biology 2012-06-01 Daniel G. Brown , Jakub Truszkowski

Stochastic gradient descent (SGD) is an estimation tool for large data employed in machine learning and statistics. Due to the Markovian nature of the SGD process, inference is a challenging problem. An underlying asymptotic normality of…

Computation · Statistics 2025-03-27 Rahul Singh , Abhinek Shukla , Dootika Vats

Although there is much recent work developing flexible variational methods for Bayesian computation, Gaussian approximations with structured covariance matrices are often preferred computationally in high-dimensional settings. This paper…

Computation · Statistics 2023-02-08 Robert Salomone , Xuejun Yu , David J. Nott , Robert Kohn

Segmented regression models offer model flexibility and interpretability as compared to the global parametric and the nonparametric models, and yet are challenging in both estimation and inference. We consider a four-regime segmented model…

Methodology · Statistics 2024-10-08 Han Yan , Song Xi Chen

Mixed-effects models are among the most commonly used statistical methods for the exploration of multispecies data. In recent years, also Joint Species Distribution Models and Generalized Linear Latent Variale Models have gained in…

Computation · Statistics 2025-01-31 Bert van der Veen , Robert Brian O'Hara

This work investigates the problem of estimating the weight matrices of a stable time-invariant linear dynamical system from a single sequence of noisy measurements. We show that if the unknown weight matrices describing the system are in…

Machine Learning · Computer Science 2021-02-24 Navid Reyhanian , Jarvis Haupt

Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to…

Machine Learning · Statistics 2016-03-01 Igor Melnyk , Arindam Banerjee

Methods of phylogenetic inference use more and more complex models to generate trees from data. However, even simple models and their implications are not fully understood. Here, we investigate the two-state Markov model on a tripod tree,…

Populations and Evolution · Quantitative Biology 2011-12-06 Steffen Klaere , Volkmar Liebscher

Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…

Machine Learning · Statistics 2012-03-29 Dean P. Foster , Jordan Rodu , Lyle H. Ungar

Modern scientific studies often require the identification of a subset of relevant explanatory variables, in the attempt to understand an interesting phenomenon. Several statistical methods have been developed to automate this task, but…

Methodology · Statistics 2019-05-14 Matteo Sesia , Chiara Sabatti , Emmanuel J. Candès