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An important yet challenging problem in numerical linear algebra is finding a principal submatrix with maximum determinant from a given symmetric positive semidefinite matrix. This problem arises in experimental design, statistics, and…

Optimization and Control · Mathematics 2026-05-26 Hao Hu , Stefan Sremac , Hugo J. Woerdeman , Henry Wolkowicz

Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…

Machine Learning · Statistics 2021-02-15 Onur Teymur , Jackson Gorham , Marina Riabiz , Chris. J. Oates

We consider parametric Markov decision processes (pMDPs) that are augmented with unknown probability distributions over parameter values. The problem is to compute the probability to satisfy a temporal logic specification with any concrete…

Logic in Computer Science · Computer Science 2022-12-08 Thom Badings , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…

Machine Learning · Statistics 2025-09-09 Logan S. McCarty

One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

Machine Learning · Statistics 2013-02-22 Oren Rippel , Ryan Prescott Adams

The Hilbert space of probability mass functions (pmf) is introduced in this thesis. A factorization method for multivariate pmfs is proposed by using the tools provided by the Hilbert space of pmfs. The resulting factorization is special…

Information Theory · Computer Science 2015-02-11 Muhammet Fatih Bayramoglu

Mixture Density Networks (MDNs) can be used to generate probability density functions of model parameters $\boldsymbol{\theta}$ given a set of observables $\mathbf{x}$. In some applications, training data are available only for discrete…

Data Analysis, Statistics and Probability · Physics 2021-08-18 Charles Burton , Spencer Stubbs , Peter Onyisi

Maximum pseudolikelihood (MPL) estimators are useful alternatives to maximum likelihood (ML) estimators when likelihood functions are more difficult to manipulate than their marginal and conditional components. Furthermore, MPL estimators…

Methodology · Statistics 2017-08-30 Hien D. Nguyen

The restricted maximum likelihood method enhances popularity of maximum likelihood methods for variance component analysis on large scale unbalanced data. As the high throughput biological data sets and the emerged science on uncertainty…

Computation · Statistics 2018-05-15 Shengxin Zhu , Andrew J Wathen

Maximum pseudo-likelihood (MPL) is a semiparametric estimation method often used to obtain the dependence parameters in copula models from data. It has been shown that despite being consistent, and in some cases efficient, MPL estimation…

Methodology · Statistics 2022-09-07 Alexandra Dias

Maximum likelihood (ML) estimation is widely used in statistics. The h-likelihood has been proposed as an extension of Fisher's likelihood to statistical models including unobserved latent variables of recent interest. Its advantage is that…

Methodology · Statistics 2022-07-21 Jeongseop Han , Youngjo Lee , Jae Kwang Kim

The two-layer Hubbard model is studied by using the composite operator method. Magnetic properties of the model in the normal state are analyzed by studying the uniform static spin magnetic susceptibility as a function of doping and…

Strongly Correlated Electrons · Physics 2009-10-31 Ferdinando Mancini , Volodymyr Turkowski

Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models…

Machine Learning · Computer Science 2018-10-23 Ke Li , Jitendra Malik

Maximum likelihood estimation in statistics leads to the problem of maximizing a product of powers of polynomials. We study the algebraic degree of the critical equations of this optimization problem. This degree is related to the number of…

Algebraic Geometry · Mathematics 2007-06-13 Fabrizio Catanese , Serkan Hosten , Amit Khetan , Bernd Sturmfels

The maximum likelihood degree of a statistical model refers to the number of solutions, where the derivative of the log-likelihood function is zero, over the complex field. This paper examines the maximum likelihood degree of the parameter…

Statistics Theory · Mathematics 2025-02-10 Pooja Yadav , Tanuja Srivastava

Scientific explanation often requires inferring maximally predictive features from a given data set. Unfortunately, the collection of minimal maximally predictive features for most stochastic processes is uncountably infinite. In such…

Statistical Mechanics · Physics 2017-05-31 Sarah E. Marzen , James P. Crutchfield

We study the problem of estimating the Earth Mover's Distance (EMD) between probability distributions when given access only to samples. We give closeness testers and additive-error estimators over domains in $[0, \Delta]^d$, with sample…

Data Structures and Algorithms · Computer Science 2009-04-03 Khanh Do Ba , Huy L Nguyen , Huy N Nguyen , Ronitt Rubinfeld

We study the properties of the MDL (or maximum penalized complexity) estimator for Regression and Classification, where the underlying model class is countable. We show in particular a finite bound on the Hellinger losses under the only…

Statistics Theory · Mathematics 2007-07-16 Jan Poland , Marcus Hutter

In this work, we propose to tackle the problem of domain generalization in the context of \textit{insufficient samples}. Instead of extracting latent feature embeddings based on deterministic models, we propose to learn a domain-invariant…

Machine Learning · Computer Science 2024-02-12 Kecheng Chen , Elena Gal , Hong Yan , Haoliang Li

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova