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There is a difficulty in finding an estimate of variance of the profile likelihood estimator in the joint model of longitudinal and survival data. We solve the difficulty by introducing the ``statistical generalized derivative''. The…
We propose a novel algorithm for the support estimation of partially known Gaussian graphical models that incorporates prior information about the underlying graph. In contrast to classical approaches that provide a point estimate based on…
Autoregressive models use chain rule to define a joint probability distribution as a product of conditionals. These conditionals need to be normalized, imposing constraints on the functional families that can be used. To increase…
We study the problem of estimating the score function using both implicit score matching and denoising score matching. Assuming that the data distribution exhibiting a low-dimensional structure, we prove that implicit score matching is able…
There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…
We present a novel method for training score-based generative models which uses nonlinear noising dynamics to improve learning of structured distributions. Generalizing to a nonlinear drift allows for additional structure to be incorporated…
Applications such as the analysis of microbiome data have led to renewed interest in statistical methods for compositional data, i.e., multivariate data in the form of probability vectors that contain relative proportions. In particular,…
While score-based generative models (SGMs) have achieved remarkable success in enormous image generation tasks, their mathematical foundations are still limited. In this paper, we analyze the approximation and generalization of SGMs in…
The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…
Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…
Optimization problems with norm-bounding constraints arise in a variety of applications, including portfolio optimization, machine learning, and feature selection. A common approach to these problems involves relaxing the norm constraint…
The Bayes factor is a widely used criterion in model comparison and its logarithm is a difference of out-of-sample predictive scores under the logarithmic scoring rule. However, when some of the candidate models involve vague priors on…
Distribution matching (DM) is a versatile domain-invariant representation learning technique that has been applied to tasks such as fair classification, domain adaptation, and domain translation. Non-parametric DM methods struggle with…
We introduce a general framework for undirected graphical models. It generalizes Gaussian graphical models to a wide range of continuous, discrete, and combinations of different types of data. The models in the framework, called exponential…
Uncertainty quantification requires efficient summarization of high- or even infinite-dimensional (i.e., non-parametric) distributions based on, e.g., suitable point estimates (modes) for posterior distributions arising from model-specific…
This paper addresses the problem of matching $N$ weighted graphs referring to an identical object or category. More specifically, matching the common node correspondences among graphs. This multi-graph matching problem involves two…
Most existing generative models are limited to learning a single probability distribution from the training data and cannot generalize to novel distributions for unseen data. An architecture that can generate samples from both trained…
This paper demonstrates how to recover causal graphs from the score of the data distribution in non-linear additive (Gaussian) noise models. Using score matching algorithms as a building block, we show how to design a new generation of…
This work presents a novel general regularized distributed solution for the state estimation problem in networked systems. Resting on the graph-based representation of sensor networks and adopting a multivariate least-squares approach, the…
In many statistical problems, the data distribution is specified through a generative process for which the likelihood function is analytically intractable, yet inference on the associated model parameters remains of primary interest. We…