Related papers: Maximum Pseudolikelihood Estimation for Model-Base…
Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis. The classical method for maximizing the likelihood of these models…
This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s.\@ continuous estimators of the likelihood function for a family of…
Ancestral maximum likelihood (AML) is a method that simultaneously reconstructs a phylogenetic tree and ancestral sequences from extant data (sequences at the leaves). The tree and ancestral sequences maximize the probability of observing…
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…
Mixed Integer Linear Programs (MILP) are well known to be NP-hard (Non-deterministic Polynomial-time hard) problems in general. Even though pure optimization-based methods, such as constraint generation, are guaranteed to provide an optimal…
We address the problem of automatically constructing a thesaurus (hierarchically clustering words) based on corpus data. We view the problem of clustering words as that of estimating a joint distribution over the Cartesian product of a…
The clustering task consists in partitioning elements of a sample into homogeneous groups. Most datasets contain individuals that are ambiguous and intrinsically difficult to attribute to one or another cluster. However, in practical…
Mixture modeling is a general technique for making any simple model more expressive through weighted combination. This generality and simplicity in part explains the success of the Expectation Maximization (EM) algorithm, in which updates…
This article proposes a mixture modeling approach to estimating cluster-wise conditional distributions in clustered (grouped) data. We adapt the mixture-of-experts model to the latent distributions, and propose a model in which each…
Model ensembling is a well-established technique for improving the performance of machine learning models. Conventionally, this involves averaging the output distributions of multiple models and selecting the most probable label. This idea…
The Ising spin glass is a one-parameter exponential family model for binary data with quadratic sufficient statistic. In this paper, we show that given a single realization from this model, the maximum pseudolikelihood estimate (MPLE) of…
In this paper, we propose two new algorithms for maximum-likelihood estimation (MLE) of high dimensional sparse covariance matrices. Unlike most of the state of-the-art methods, which either use regularization techniques or penalize the…
Maximum likelihood estimation is a common method of estimating the parameters of the probability distribution from a given sample. This paper aims to introduce the maximum likelihood estimation in the framework of sublinear expectation. We…
Mixtures of Hidden Markov Models (MHMMs) are frequently used for clustering of sequential data. An important aspect of MHMMs, as of any clustering approach, is that they can be interpretable, allowing for novel insights to be gained from…
Clustering time series into similar groups can improve models by combining information across like time series. While there is a well developed body of literature for clustering of time series, these approaches tend to generate clusters…
In this paper, we propose a regularized mixture probabilistic model to cluster matrix data and apply it to brain signals. The approach is able to capture the sparsity (low rank, small/zero values) of the original signals by introducing…
A Poisson autoregressive (PAR) model accounting for discreteness and autocorrelation of count time series data is typically estimated in the state-space modelling framework through extended Kalman filter. However, because of the complex…
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…
Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…
There is a need for the development of models that are able to account for discreteness in data, along with its time series properties and correlation. Our focus falls on INteger-valued AutoRegressive (INAR) type models. The INAR type…