Related papers: Upper Bound on Normalized Maximum Likelihood Codes…
We study the gradient Expectation-Maximization (EM) algorithm for Gaussian Mixture Models (GMM) in the over-parameterized setting, where a general GMM with $n>1$ components learns from data that are generated by a single ground truth…
The maximum likelihood degree (ML degree) measures the algebraic complexity of a fundamental optimization problem in statistics: maximum likelihood estimation. In this problem, one maximizes the likelihood function over a statistical model.…
We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…
This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables…
We study maximum likelihood estimation in Gaussian graphical models from a geometric point of view. An algebraic elimination criterion allows us to find exact lower bounds on the number of observations needed to ensure that the maximum…
It is well known that under general regularity conditions the distribution of the maximum likelihood estimator (MLE) is asymptotically normal. Very recently, bounds of the optimal order $O(1/\sqrt n)$ on the closeness of the distribution of…
In this manuscript we consider the problem of generalized linear estimation on Gaussian mixture data with labels given by a single-index model. Our first result is a sharp asymptotic expression for the test and training errors in the…
We introduce entropic strict minimum message length (SMML), a risk-sensitive generalization of strict minimum message length coding. The proposed criterion replaces expected two-part codelength under the prior predictive distribution with…
In this paper, we study sample size thresholds for maximum likelihood estimation for tensor normal models. Given the model parameters and the number of samples, we determine whether, almost surely, (1) the likelihood function is bounded…
Finite mixture models are among the most popular statistical models used in different data science disciplines. Despite their broad applicability, inference under these models typically leads to computationally challenging non-convex…
We propose a lower bound on the log marginal likelihood of Gaussian process regression models that can be computed without matrix factorisation of the full kernel matrix. We show that approximate maximum likelihood learning of model…
This paper studies maximum likelihood(ML) decoding in error-correcting codes as rational maps and proposes an approximate ML decoding rule by using a Taylor expansion. The point for the Taylor expansion, which will be denoted by $p$ in the…
In the setting of a Gaussian channel without power constraints, proposed by Poltyrev, the codewords are points in an n-dimensional Euclidean space (an infinite constellation) and the tradeoff between their density and the error probability…
Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal and image processing applications. Considering the…
Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…
We investigate threshold-based multi-trial decoding of concatenated codes with an inner Maximum-Likelihood decoder and an outer error/erasure (L+1)/L-extended Bounded Distance decoder, i.e. a decoder which corrects e errors and t erasures…
Non-negative matrix factorization (NMF) is a new knowledge discovery method that is used for text mining, signal processing, bioinformatics, and consumer analysis. However, its basic property as a learning machine is not yet clarified, as…
Modern machine learning systems such as deep neural networks are often highly over-parameterized so that they can fit the noisy training data exactly, yet they can still achieve small test errors in practice. In this paper, we study this…
Estimation of generalized linear mixed models (GLMMs) with non-nested random effects structures requires approximation of high-dimensional integrals. Many existing methods are tailored to the low-dimensional integrals produced by nested…
The asymptotic normality of the Maximum Likelihood Estimator (MLE) is a long established result. Explicit bounds for the distributional distance between the distribution of the MLE and the normal distribution have recently been obtained for…