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The log-concave maximum likelihood estimator (MLE) problem answers: for a set of points $X_1,...X_n \in \mathbb R^d$, which log-concave density maximizes their likelihood? We present a characterization of the log-concave MLE that leads to…

Data Structures and Algorithms · Computer Science 2018-11-09 Brian Axelrod , Gregory Valiant

Probabilistic inference provides a language for describing how organisms may learn from and adapt to their environment. The computations needed to implement probabilistic inference often require specific representations, akin to having the…

Molecular Networks · Quantitative Biology 2018-06-28 Yarden Katz , Michael Springer , Walter Fontana

We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…

Statistical Mechanics · Physics 2007-07-24 Chih-Yuan Tseng , Ariel Caticha

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…

Machine Learning · Computer Science 2017-12-21 Dmitri S. Pavlichin , Jiantao Jiao , Tsachy Weissman

Maximum likelihood estimation is one of the most used methods in quantum state tomography, where the aim is to reconstruct the density matrix of a physical system from measurement results. One strategy to deal with positivity and unit trace…

In many realistic systems, maximum entropy principle (MEP) analysis provides an effective characterization of the probability distribution of network states. However, to implement the MEP analysis, a sufficiently long-time data recording in…

Biological Physics · Physics 2019-02-27 Zhi-Qin John Xu , Jennifer Crodelle , Douglas Zhou , David Cai

Inferring parameters of models of biochemical kinetics from single-cell data remains challenging because of the uncertainty arising from the intractability of the likelihood function of stochastic reaction networks. Such uncertainty falls…

Quantitative Methods · Quantitative Biology 2025-01-14 Zekai Li , Mauricio Barahona , Philipp Thomas

Sensitivity analysis of biochemical reactions aims at quantifying the dependence of the reaction dynamics on the reaction rates. The computation of the parameter sensitivities, however, poses many computational challenges when taking…

Molecular Networks · Quantitative Biology 2018-11-07 Vo Hong Thanh , Roberto Zunino , Corrado Priami

Empirical economic research frequently applies maximum likelihood estimation in cases where the likelihood function is analytically intractable. Most of the theoretical literature focuses on maximum simulated likelihood (MSL) estimators,…

Econometrics · Economics 2019-08-13 Michael Griebel , Florian Heiss , Jens Oettershagen , Constantin Weiser

This paper shows how to evolve numerically the maximum entropy probability distributions for a given set of constraints, which is a variational calculus problem. An evolutionary algorithm can obtain approximations to some well-known…

Methodology · Statistics 2020-02-07 Raul Rojas

Maximum entropy models are increasingly being used to describe the collective activity of neural populations with measured mean neural activities and pairwise correlations, but the full space of probability distributions consistent with…

Biological Physics · Physics 2017-08-22 Badr F. Albanna , Christopher Hillar , Jascha Sohl-Dickstein , Michael R. DeWeese

Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference. While MLE performs well for canonical GLMs, it can become…

Methodology · Statistics 2026-03-03 Linglingzhi Zhu , Jonghyeok Lee , Yao Xie

Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…

Strongly Correlated Electrons · Physics 2016-08-18 Dominic Bergeron , A. -M. S. Tremblay

Deploying LLMs raises two coupled challenges: (1) monitoring--estimating where a model underperforms as traffic and domains drift--and (2) improvement--prioritizing data acquisition to close the largest performance gaps. We test whether an…

Computation and Language · Computer Science 2026-05-27 Pedro Memoli Buffa , Luciano Del Corro

Consider a parametrized family of general hidden Markov models, where both the observed and unobserved components take values in a complete separable metric space. We prove that the maximum likelihood estimator (MLE) of the parameter is…

Statistics Theory · Mathematics 2011-03-10 Randal Douc , Eric Moulines , Jimmy Olsson , Ramon van Handel

Maximum Entropy models can be inferred from large data-sets to uncover how collective dynamics emerge from local interactions. Here, such models are employed to investigate neurons recorded by multielectrode arrays in the human and monkey…

Neurons and Cognition · Quantitative Biology 2018-07-11 Trang-Anh Nghiem , Bartosz Telenczuk , Olivier Marre , Alain Destexhe , Ulisse Ferrari

We present an algorithmic approach to estimate the value distributions of random variables of probabilistic loops whose statistical moments are (partially) known. Based on these moments, we apply two statistical methods, Maximum Entropy and…

We consider the problem of inferring an unknown number of clusters in replicated multinomial data. Under a model based clustering point of view, this task can be treated by estimating finite mixtures of multinomial distributions with or…

Methodology · Statistics 2023-07-07 Panagiotis Papastamoulis

The use of dual system estimation (DSE) is heavily used in Census Bureau operations. With DSE methods, it is important to implement methods to infer the population size among those with missing data from one or both data sources. The use of…

Computation · Statistics 2026-05-27 Zhiyuan Lu

We investigate the problem of synthesizing optimal control policies for Markov decision processes (MDPs) with both qualitative and quantitative objectives. Specifically, our goal is to achieve a given linear temporal logic (LTL) task with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Yu Chen , Shaoyuan Li , Xiang Yin
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