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Many statistical models can be simulated forwards but have intractable likelihoods. Approximate Bayesian Computation (ABC) methods are used to infer properties of these models from data. Traditionally these methods approximate the posterior…

Machine Learning · Statistics 2018-04-03 George Papamakarios , Iain Murray

Generalized linear models play an essential role in a wide variety of statistical applications. This paper discusses an approximation of the likelihood in these models that can greatly facilitate computation. The basic idea is to replace a…

Methodology · Statistics 2013-05-27 Alexandro D. Ramirez , Liam Paninski

Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be…

Computation · Statistics 2012-07-19 Simon Barthelmé , Nicolas Chopin

A composite likelihood is an inference function derived by multiplying a set of likelihood components. This approach provides a flexible framework for drawing inference when the likelihood function of a statistical model is computationally…

Methodology · Statistics 2024-12-10 Giuseppe Alfonzetti , Ruggero Bellio , Yunxiao Chen , Irini Moustaki

The hierarchical prior used in Latent Gaussian models (LGMs) induces a posterior geometry prone to frustrate inference algorithms. Marginalizing out the latent Gaussian variable using an integrated Laplace approximation removes the…

Computation · Statistics 2023-06-28 Charles C. Margossian

Motivated by parametric models for which the likelihood is analytically unavailable, numerically unstable, or prohibitively expensive to compute or optimize, we develop a prior- and likelihood-free framework for fully probabilistic…

Methodology · Statistics 2026-03-17 Leonardo Cella , Emily C. Hector

The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…

Methodology · Statistics 2016-07-04 Abhik Ghosh , Ayanendranath Basu

Density estimation, which estimates the distribution of data, is an important category of probabilistic machine learning. A family of density estimators is mixture models, such as Gaussian Mixture Model (GMM) by expectation maximization.…

Machine Learning · Statistics 2023-10-18 Benyamin Ghojogh , Milad Amir Toutounchian

Latent variable models have been widely applied in different fields of research in which the constructs of interest are not directly observable, so that one or more latent variables are required to reduce the complexity of the data. In…

Statistics Theory · Mathematics 2014-07-07 Silvia Bianconcini

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

Econometrics · Economics 2024-01-17 Zachary Porreca

Inspired by the possibility that generative models based on quantum circuits can provide a useful inductive bias for sequence modeling tasks, we propose an efficient training algorithm for a subset of classically simulable quantum circuit…

Quantum Physics · Physics 2020-02-19 James Stokes , John Terilla

Most of the fundamental, emergent, and phenomenological parameters of particle and nuclear physics are determined through parametric template fits. Simulations are used to populate histograms which are then matched to data. This approach is…

High Energy Physics - Phenomenology · Physics 2025-03-12 Benjamin Sluijter , Sascha Diefenbacher , Wahid Bhimji , Benjamin Nachman

The ability to calculate precise likelihood ratios is fundamental to many STEM areas, such as decision-making theory, biomedical science, and engineering. However, there is no assumption-free statistical methodology to achieve this. For…

Statistics Theory · Mathematics 2018-06-19 Rachael L. Bond , Yang-Hui He , Thomas C. Ormerod

Approximate Bayesian computation (ABC), also known as likelihood-free methods, have become a favourite tool for the analysis of complex stochastic models, primarily in population genetics but also in financial analyses. We advocated in…

Computation · Statistics 2015-03-18 Christian Robert , Jean-Michel Marin , Natesh S. Pillai

We present a technique for constructing suitable posterior probability distributions in situations for which the sampling distribution of the data is not known. This is very useful for modern scientific data analysis in the era of "big…

Instrumentation and Methods for Astrophysics · Physics 2017-08-30 Steven Gratton

We are living in the big data era, as current technologies and networks allow for the easy and routine collection of data sets in different disciplines. Bayesian Statistics offers a flexible modeling approach which is attractive for…

Methodology · Statistics 2018-05-09 George Karabatsos , Fabrizio Leisen

The alignment of large language models (LLMs) with human values increasingly relies on using other LLMs as automated judges, or ``autoraters''. However, their reliability is limited by a foundational issue: they are trained on discrete…

Parametric statistical models that are implicitly defined in terms of a stochastic data generating process are used in a wide range of scientific disciplines because they enable accurate modeling. However, learning the parameters from…

Machine Learning · Statistics 2018-10-24 Traiko Dinev , Michael U. Gutmann

While likelihood-based inference and its variants provide a statistically efficient and widely applicable approach to parametric inference, their application to models involving intractable likelihoods poses challenges. In this work, we…

Methodology · Statistics 2019-06-17 Francois-Xavier Briol , Alessandro Barp , Andrew B. Duncan , Mark Girolami

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli