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In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…

Probability · Mathematics 2013-01-31 Douglas Rizzolo

Conventional statistics begins with a model, and assigns a likelihood of obtaining any particular set of data. The opposite approach, beginning with the data and assigning a likelihood to any particular model, is explored here for the case…

Data Analysis, Statistics and Probability · Physics 2009-10-30 Timothy E. Holy

Out-of-distribution (OOD) detection is critical for ensuring the reliability of deep learning systems, particularly in safety-critical applications. Likelihood-based deep generative models have historically faced criticism for their…

Machine Learning · Computer Science 2025-07-11 Yifan Ding , Arturas Aleksandraus , Amirhossein Ahmadian , Jonas Unger , Fredrik Lindsten , Gabriel Eilertsen

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…

Machine Learning · Computer Science 2015-04-23 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

Statistical machine learning theory often tries to give generalization guarantees of machine learning models. Those models naturally underlie some fluctuation, as they are based on a data sample. If we were unlucky, and gathered a sample…

Machine Learning · Computer Science 2022-11-21 Alexander Mey

Likelihood from a generative model is a natural statistic for detecting out-of-distribution (OoD) samples. However, generative models have been shown to assign higher likelihood to OoD samples compared to ones from the training…

Machine Learning · Computer Science 2019-10-22 Jiaming Song , Yang Song , Stefano Ermon

We consider two connected aspects of maximum likelihood estimation of the parameter for high-dimensional discrete graphical models: the existence of the maximum likelihood estimate (mle) and its computation. When the data is sparse, there…

Machine Learning · Statistics 2015-04-22 Helene Massam , Nanwei Wang

Large language models are increasingly used to represent human opinions, values, or beliefs, and their steerability towards these ideals is an active area of research. Existing work focuses predominantly on aligning marginal response…

Computation and Language · Computer Science 2026-04-22 Tristan Williams , Franziska Weeber , Sebastian Padó , Alan Akbik

For regression model selection via maximum likelihood estimation, we adopt a vector representation of candidate models and study the likelihood ratio confidence region for the regression parameter vector of a full model. We show that when…

Statistics Theory · Mathematics 2024-04-09 Min Tsao

Statistics of drawdowns (loss from the last local maximum to the next local minimum) plays an important role in risk assessment of investment strategies. As they incorporate higher ($>$ two) order correlations, they offer a better measure…

Condensed Matter · Physics 2009-11-07 Anders Johansen

We offer our two cents to the ongoing discussion on whether profile likelihoods are "true" likelihood functions, by showing that the profile likelihood function can in fact be identical to a marginal likelihood in the special case of normal…

Statistics Theory · Mathematics 2019-03-11 Alan Huang , Andy Sangil Kim

Dynamical models of cognition play an increasingly important role in driving theoretical and experimental research in psychology. Therefore, parameter estimation, model analysis and comparison of dynamical models are of essential…

In the propositional setting, the marginal problem is to find a (maximum-entropy) distribution that has some given marginals. We study this problem in a relational setting and make the following contributions. First, we compare two…

Artificial Intelligence · Computer Science 2018-04-26 Ondrej Kuzelka , Yuyi Wang , Jesse Davis , Steven Schockaert

The problem of pattern selection arises when the evolution equations have many solutions, whereas observed patterns constitute a much more restricted set. An approach is advanced for treating the problem of pattern selection by defining the…

Condensed Matter · Physics 2009-11-07 V. I. Yukalov

For a given data set the problem of selecting either Lindley or xgamma distribution with unknown parameter is investigated in this article. Both these distributions can be used quite effectively for analyzing skewed non-negative data and in…

Methodology · Statistics 2020-02-03 Subhradev Sen , Hazem Al-Mofleh , Sudhansu S. Maiti

There are many problems in machine learning and data mining which are equivalent to selecting a non-redundant, high "quality" set of objects. Recommender systems, feature selection, and data summarization are among many applications of…

Machine Learning · Computer Science 2019-04-19 Mehrdad Ghadiri , Mark Schmidt

Computing and storing probabilities is a hard problem as soon as one has to deal with complex distributions over multiple random variables. The problem of efficient representation of probability distributions is central in term of…

Artificial Intelligence · Computer Science 2016-08-16 David Bellot , Pierre Bessiere

Message importance measure (MIM) is applicable to characterize the importance of information in the scenario of big data, similar to entropy in information theory. In fact, MIM with a variable parameter can make an effect on the…

Information Theory · Computer Science 2024-04-08 Rui She , Shanyun Liu , Yunquan Dong , Pingyi Fan

Maximum likelihood estimation (MLE) is a fundamental computational problem in statistics. In this paper, MLE for statistical models with discrete data is studied from an algebraic statistics viewpoint. A reformulation of the MLE problem in…

Statistics Theory · Mathematics 2014-05-27 Jose Israel Rodriguez

In empirical studies, the data usually don't include all the variables of interest in an economic model. This paper shows the identification of unobserved variables in observations at the population level. When the observables are distinct…

Econometrics · Economics 2022-12-07 Yingyao Hu