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Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used to estimate gradients of expectations throughout machine learning and reinforcement learning; however, they are usually explained as simple mathematical tricks,…

Machine Learning · Computer Science 2021-06-01 Paavo Parmas , Masashi Sugiyama

We consider the problem of estimating a mixture of power series distributions with infinite support, to which belong very well-known models such as Poisson, Geometric, Logarithmic or Negative Binomial probability mass functions. We consider…

Statistics Theory · Mathematics 2025-08-04 Fadoua Balabdaoui , Harald Besdziek , Yong Wang

This paper is devoted to the multivariate estimation of a vector of Poisson means. A novel loss function that penalises bad estimates of each of the parameters and the sum (or equivalently the mean) of the parameters is introduced. Under…

Statistics Theory · Mathematics 2019-04-25 Emil Aas Stoltenberg , Nils Lid Hjort

Sperner theory is one of the most important branches in extremal set theory. It has many applications in the field of operation research, computer science, hypergraph theory and so on. The LYM property has become an important tool for…

Combinatorics · Mathematics 2024-03-11 Jiuqiang Liu , Guihai Yu

Statistical inference using pairwise comparison data is an effective approach to analyzing large-scale sparse networks. In this paper, we propose a general framework to model the mutual interactions in a network, which enjoys ample…

Machine Learning · Statistics 2022-03-11 Ruijian Han , Yiming Xu , Kani Chen

The Laplace approximation (LA) has been proposed as a method for approximating the marginal likelihood of statistical models with latent variables. However, the approximate maximum likelihood estimators (MLEs) based on the LA are often…

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

Modeling sparse data such as microbiome and transcriptomics (RNA-seq) data is very challenging due to the exceeded number of zeros and skewness of the distribution. Many probabilistic models have been used for modeling sparse data,…

Methodology · Statistics 2021-12-30 Hani Aldirawi , Jie Yang

Linear mixed models (LMMs) are a powerful and established tool for studying genotype-phenotype relationships. A limiting assumption of LMMs is that the residuals are Gaussian distributed, a requirement that rarely holds in practice.…

Genomics · Quantitative Biology 2014-08-10 Nicolo Fusi , Christoph Lippert , Neil D. Lawrence , Oliver Stegle

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

Statistics Theory · Mathematics 2025-07-24 Claudio Agostinelli , Ayanendranath Basu , Giulia Bertagnolli , Arun Kumar Kuchibhotla

In many fields of science, generalized likelihood ratio tests are established tools for statistical inference. At the same time, it has become increasingly common that a simulator (or generative model) is used to describe complex processes…

Applications · Statistics 2016-03-21 Kyle Cranmer , Juan Pavez , Gilles Louppe

Precision medicine emerges as the most important contemporary paradigm shift of medical practice but has several challenges in evidence formation and implementation for clinical practice. Precision/Personalized evidence-based medicine…

Other Quantitative Biology · Quantitative Biology 2015-12-15 Maani Beigy

The past few years have seen impressive progress in the development of deep generative models capable of producing high-dimensional, complex, and photo-realistic data. However, current methods for evaluating such models remain incomplete:…

Machine Learning · Computer Science 2024-03-14 Marco Jiralerspong , Avishek Joey Bose , Ian Gemp , Chongli Qin , Yoram Bachrach , Gauthier Gidel

Distributional regression aims to find the best candidate in a given parametric family of conditional distributions to model a given dataset. As each candidate in the distribution family can be identified by the corresponding distribution…

Statistics Theory · Mathematics 2026-05-18 Gitte Kremling , Gerhard Dikta

Linear regression models are useful statistical tools to analyze data sets in several different fields. There are several methods to estimate the parameters of a linear regression model. These methods usually perform under normally…

Methodology · Statistics 2020-08-10 Şenay Özdemir , Yeşim Güney , Yetkin Tuaç , Olcay Arslan

Thanks to the tractability of their likelihood, several deep generative models show promise for seemingly straightforward but important applications like anomaly detection, uncertainty estimation, and active learning. However, the…

Machine Learning · Computer Science 2022-01-19 Charline Le Lan , Laurent Dinh

A new approach to adaptive design of clinical trials is proposed in a general multiparameter exponential family setting, based on generalized likelihood ratio statistics and optimal sequential testing theory. These designs are easy to…

Statistics Theory · Mathematics 2011-05-25 Jay Bartroff , Tze Leung Lai

For nonbalanced paired comparisons, a wide variety of ranking methods have been proposed. One of the best popular methods is the Bradley-Terry model in which the ranking of a set of objects is decided by the maximum likelihood estimates…

Methodology · Statistics 2016-11-07 Ting Yan

Generalized partially linear single-index models (GPLSIMs) provide a flexible and interpretable semiparametric framework for longitudinal outcomes by combining a low-dimensional parametric component with a nonparametric index component. For…

Methodology · Statistics 2026-02-19 Tianni Zhang , Yuyao Wang , Yu Lu , Mengfei Ran

Linear mixed-effects models have increasingly replaced mixed-model analyses of variance for statistical inference in factorial psycholinguistic experiments. Although LMMs have many advantages over ANOVA, like ANOVAs, setting them up for…

Applications · Statistics 2017-02-14 Hannes Matuschek , Reinhold Kliegl , Shravan Vasishth , Harald Baayen , Douglas Bates

This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of observations (T). An inferential theory is developed. We…

Statistics Theory · Mathematics 2012-05-31 Jushan Bai , Kunpeng Li