Related papers: Rates of estimation for determinantal point proces…
Consider a setting with $N$ independent individuals, each with an unknown parameter, $p_i \in [0, 1]$ drawn from some unknown distribution $P^\star$. After observing the outcomes of $t$ independent Bernoulli trials, i.e., $X_i \sim…
According to standard econometric theory, Maximum Likelihood estimation (MLE) is the efficient estimation choice, however, it is not always a feasible one. In network diffusion models with unobserved signal propagation, MLE requires…
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…
We introduce a new class of mean regression estimators -- penalized maximum tangent likelihood estimation -- for high-dimensional regression estimation and variable selection. We first explain the motivations for the key ingredient, maximum…
Determinantal point processes (DPPs) are specific probability distributions over clouds of points that are used as models and computational tools across physics, probability, statistics, and more recently machine learning. Sampling from…
The maximum likelihood estimator (MLE) is pivotal in statistical inference, yet its application is often hindered by the absence of closed-form solutions for many models. This poses challenges in real-time computation scenarios,…
We propose plug-in (PI) and double machine learning (DML) estimators of average treatment effect (ATE), average treatment effect on the treated (ATET) and local average treatment effect (LATE) in the multivariate sample selection model with…
The saddlepoint approximation to the likelihood, and its corresponding maximum likelihood estimate (MLE), offer an alternative estimation method when the true likelihood is intractable or computationally expensive. However, maximizing this…
Machine learning interatomic potentials (MLPs) are a promising technique for atomic modeling. While high accuracy and small errors are widely reported for MLPs, an open concern is whether MLPs can accurately reproduce atomistic dynamics and…
Maximum likelihood estimators are used extensively to estimate unknown parameters of stochastic trait evolution models on phylogenetic trees. Although the MLE has been proven to converge to the true value in the independent-sample case, we…
Estimation of mean shift in a temporally ordered sequence of random variables with a possible existence of change-point is an important problem in many disciplines. In the available literature of more than fifty years the estimation methods…
The extreme value index is a fundamental parameter in univariate Extreme Value Theory (EVT). It captures the tail behavior of a distribution and is central in the extrapolation beyond observed data. Among other semi-parametric methods (such…
We present a determinantal point process (DPP) inspired alternative to non-maximum suppression (NMS) which has become an integral step in all state-of-the-art object detection frameworks. DPPs have been shown to encourage diversity in…
Determinantal point processes (DPPs) enable the modeling of repulsion: they provide diverse sets of points. The repulsion is encoded in a kernel $K$ that can be seen as a matrix storing the similarity between points. The diversity comes…
Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…
We study nonparametric maximum likelihood estimation of a log-concave density function $f_0$ which is known to satisfy further constraints, where either (a) the mode $m$ of $f_0$ is known, or (b) $f_0$ is known to be symmetric about a fixed…
We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…
We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a single observation of the path, we provide a maximum likelihood…
In-context learning (ICL) is a few-shot learning paradigm that involves learning mappings through input-output pairs and appropriately applying them to new instances. Despite the remarkable ICL capabilities demonstrated by Large Language…
We study the uniform convergence rate of the nonparametric maximum likelihood estimator (MLE) for the sub-distribution functions in the current status data with competing risks model. It is known that the MLE have $L^2$-norm convergence…