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We present Sequential Neural Likelihood (SNL), a new method for Bayesian inference in simulator models, where the likelihood is intractable but simulating data from the model is possible. SNL trains an autoregressive flow on simulated data…

Machine Learning · Statistics 2019-01-23 George Papamakarios , David C. Sterratt , Iain Murray

We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…

Machine Learning · Computer Science 2015-03-29 Guillaume Alain , Yoshua Bengio , Li Yao , Jason Yosinski , Eric Thibodeau-Laufer , Saizheng Zhang , Pascal Vincent

Linear mixed models (LMM) are widely adopted in genome-wide association studies (GWAS) to account for population stratification and cryptic relatedness. However, the parameter estimation of LMMs imposes substantial computational burdens due…

Computation · Statistics 2025-08-08 Zhibin Pu , Shufei Ge , Shijia Wang

We propose a likelihood ratio based inferential framework for high dimensional semiparametric generalized linear models. This framework addresses a variety of challenging problems in high dimensional data analysis, including incomplete…

Machine Learning · Statistics 2015-11-24 Yang Ning , Tianqi Zhao , Han Liu

Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…

Methodology · Statistics 2026-05-26 Alberto Caimo , Isabella Gollini

Expectation propagation is a general prescription for approximation of integrals in statistical inference problems. Its literature is mainly concerned with Bayesian inference scenarios. However, expectation propagation can also be used to…

Methodology · Statistics 2018-05-23 P. Hall , I. M. Johnstone , J. T. Ormerod , M. P. Wand , J. C. F. Yu

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

Sensory processing is often characterized as implementing probabilistic inference: networks of neurons compute posterior beliefs over unobserved causes given the sensory inputs. How these beliefs are computed and represented by neural…

Neurons and Cognition · Quantitative Biology 2018-11-27 Sabyasachi Shivkumar , Richard D. Lange , Ankani Chattoraj , Ralf M. Haefner

We introduce a probability distribution, combined with an efficient sampling algorithm, for weights and biases of fully-connected neural networks. In a supervised learning context, no iterative optimization or gradient computations of…

Machine Learning · Computer Science 2023-11-14 Erik Lien Bolager , Iryna Burak , Chinmay Datar , Qing Sun , Felix Dietrich

Probabilistic representations, such as Bayesian and Markov networks, are fundamental to much of statistical machine learning. Thus, learning probabilistic representations directly from data is a deep challenge, the main computational…

Machine Learning · Computer Science 2018-09-20 Andreas Bueff , Stefanie Speichert , Vaishak Belle

A composite likelihood is an inference function derived by multiplying a set of likelihood components. This approach provides a flexible framework for drawing inference when the likelihood function of a statistical model is computationally…

Methodology · Statistics 2024-12-10 Giuseppe Alfonzetti , Ruggero Bellio , Yunxiao Chen , Irini Moustaki

Phylogenetic networks extend phylogenetic trees to allow for modeling reticulate evolutionary processes such as hybridization. They take the shape of a rooted, directed, acyclic graph, and when parameterized with evolutionary parameters,…

Populations and Evolution · Quantitative Biology 2018-08-28 R. A. L. Elworth , H. A. Ogilvie , J. Zhu , L. Nakhleh

We present a modular, extensible likelihood framework for spectroscopic inference based on synthetic model spectra. The subtraction of an imperfect model from a continuously sampled spectrum introduces covariance between adjacent datapoints…

Solar and Stellar Astrophysics · Physics 2015-10-21 Ian Czekala , Sean M. Andrews , Kaisey S. Mandel , David W. Hogg , Gregory M. Green

Until recently obtaining data on populations of networks was typically rare. However, with the advancement of automatic monitoring devices and the growing social and scientific interest in networks, such data has become more widely…

Methodology · Statistics 2020-01-22 Mirko Signorelli , Ernst Wit

The network data has attracted considerable attention in modern statistics. In research on complex network data, one key issue is finding its underlying connection structure given a network sample. The methods that have been proposed in…

Methodology · Statistics 2024-08-09 Kang Fu , Jianwei Hu , Seydou Keita

The stochastic block model is one of the most studied network models for community detection. It is well-known that most algorithms proposed for fitting the stochastic block model likelihood function cannot scale to large-scale networks.…

Methodology · Statistics 2021-08-31 Jiangzhou Wang , Jingfei Zhang , Binghui Liu , Ji Zhu , Jianhua Guo

Likelihood profiling is an efficient and powerful frequentist approach for parameter estimation, uncertainty quantification and practical identifiablity analysis. Unfortunately, these methods cannot be easily applied for stochastic models…

Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…

Machine Learning · Statistics 2026-03-11 Shinto Eguchi

Diffusion models have recently driven significant breakthroughs in generative modeling. While state-of-the-art models produce high-quality samples on average, individual samples can still be low quality. Detecting such samples without human…

Machine Learning · Computer Science 2025-06-13 Metod Jazbec , Eliot Wong-Toi , Guoxuan Xia , Dan Zhang , Eric Nalisnick , Stephan Mandt

In many real-world problems, there is a limited set of training data, but an abundance of unlabeled data. We propose a new method, Generative Posterior Networks (GPNs), that uses unlabeled data to estimate epistemic uncertainty in…

Machine Learning · Computer Science 2024-01-01 Melrose Roderick , Felix Berkenkamp , Fatemeh Sheikholeslami , Zico Kolter