Related papers: Relational Marginal Problems: Theory and Estimatio…
Marginal models involve restrictions on the conditional and marginal association structure of a set of categorical variables. They generalize log-linear models for contingency tables, which are the fundamental tools for modelling the…
Due to unmeasured confounding, it is often not possible to identify causal effects from a postulated model. Nevertheless, we can ask for partial identification, which usually boils down to finding upper and lower bounds of a causal quantity…
This is an up-to-date introduction to, and overview of, marginal likelihood computation for model selection and hypothesis testing. Computing normalizing constants of probability models (or ratio of constants) is a fundamental issue in many…
In this paper we study the problem of computing max-entropy distributions over a discrete set of objects subject to observed marginals. Interest in such distributions arises due to their applicability in areas such as statistical physics,…
The marginal maximum a posteriori probability (MAP) estimation problem, which calculates the mode of the marginal posterior distribution of a subset of variables with the remaining variables marginalized, is an important inference problem…
This article describes posterior maximization for topic models, identifying computational and conceptual gains from inference under a non-standard parametrization. We then show that fitted parameters can be used as the basis for a novel…
In this note we consider the finite-dimensional parameter estimation problem associated to inverse problems. In such scenarios, one seeks to maximize the marginal likelihood associated to a Bayesian model. This latter model is connected to…
Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this problem on manifolds of matrices with bounded rank. These represent mixtures of distributions of two independent discrete random variables. We…
The estimation of categorical distributions under marginal constraints summarizing some sample from a population in the most-generalizable way is key for many machine-learning and data-driven approaches. We provide a parameter-agnostic…
A marginal problem asks whether a given family of marginal distributions for some set of random variables arises from some joint distribution of these variables. Here we point out that the existence of such a joint distribution imposes…
The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…
Marginal structural models were introduced in order to provide estimates of causal effects from interventions based on observational studies in epidemiological research. The key point is that this can be understood in terms of Girsanov's…
This paper studies distributional model risk in marginal problems, where each marginal measure is assumed to lie in a Wasserstein ball centered at a fixed reference measure with a given radius. Theoretically, we establish several…
Estimating a constrained relation is a fundamental problem in machine learning. Special cases are classification (the problem of estimating a map from a set of to-be-classified elements to a set of labels), clustering (the problem of…
In this paper we show how to exploit interventional data to acquire the joint conditional distribution of all the variables using the Maximum Entropy principle. To this end, we extend the Causal Maximum Entropy method to make use of…
In this work, we study a new approach to optimizing the margin distribution realized by binary classifiers. The classical approach to this problem is simply maximization of the expected margin, while more recent proposals consider…
Let the objective unction \( f \) depends on the target variable \( x \) along with a nuisance variable \( s \): \( f(v) = f(x,s) \). The goal is to identify the marginal solution \( x^{*} = \arg\min_{x} \min_{s} f(x,s) \). This paper…
The most general form of a marginal extended perturbation in a two-dimensional system is deduced from scaling considerations. It includes as particular cases extended perturbations decaying either from a surface, a line or a point for which…
Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to…
One of the core problems in variational inference is a choice of approximate posterior distribution. It is crucial to trade-off between efficient inference with simple families as mean-field models and accuracy of inference. We propose a…