Related papers: Composite Likelihood Estimation for Restricted Bol…
Composite likelihood has shown promise in settings where the number of parameters $p$ is large due to its ability to break down complex models into simpler components, thus enabling inference even when the full likelihood is not tractable.…
Conditional restricted Boltzmann machines are undirected stochastic neural networks with a layer of input and output units connected bipartitely to a layer of hidden units. These networks define models of conditional probability…
Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…
Datasets in the fields of climate and environment are often very large and irregularly spaced. To model such datasets, the widely used Gaussian process models in spatial statis- tics face tremendous challenges due to the prohibitive…
Computer models are used to model complex processes in various disciplines. Often, a key source of uncertainty in the behavior of complex computer models is uncertainty due to unknown model input parameters. Statistical computer model…
Logistic regression models are a popular and effective method to predict the probability of categorical response data. However inference for these models can become computationally prohibitive for large datasets. Here we adapt ideas from…
Growth in both size and complexity of modern data challenges the applicability of traditional likelihood-based inference. Composite likelihood (CL) methods address the difficulties related to model selection and computational intractability…
Understanding the results of deep neural networks is an essential step towards wider acceptance of deep learning algorithms. Many approaches address the issue of interpreting artificial neural networks, but often provide divergent…
Mixtures of factor analyzers are becoming more and more popular in the area of model based clustering of high-dimensional data. According to the likelihood approach in data modeling, it is well known that the unconstrained log-likelihood…
We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML…
We propose a new approach to combine Restricted Boltzmann Machines (RBMs) that can be used to solve combinatorial optimization problems. This allows synthesis of larger models from smaller RBMs that have been pretrained, thus effectively…
We compare two statistical models of three binary random variables. One is a mixture model and the other is a product of mixtures model called a restricted Boltzmann machine. Although the two models we study look different from their…
The traditional maximum likelihood estimator (MLE) is often of limited use in complex high-dimensional data due to the intractability of the underlying likelihood function. Maximum composite likelihood estimation (McLE) avoids full…
Maximum-likelihood methods are applied to the problem of absorption tomography. The reconstruction is done with the help of an iterative algorithm. We show how the statistics of the illuminating beam can be incorporated into the…
The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…
In this study, we consider an empirical Bayes method for Boltzmann machines and propose an algorithm for it. The empirical Bayes method allows estimation of the values of the hyperparameters of the Boltzmann machine by maximizing a specific…
We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…
A maximum likelihood methodology for a general class of models is presented, using an approximate Bayesian computation (ABC) approach. The typical target of ABC methods are models with intractable likelihoods, and we combine an ABC-MCMC…
The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…
Both Approximate Bayesian Computation (ABC) and composite likelihood methods are useful for Bayesian and frequentist inference, respectively, when the likelihood function is intractable. We propose to use composite likelihood score…