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We present an efficient algorithm for maximum likelihood estimation (MLE) of exponential family models, with a general parametrization of the energy function that includes neural networks. We exploit the primal-dual view of the MLE with a…

Machine Learning · Computer Science 2020-04-01 Bo Dai , Zhen Liu , Hanjun Dai , Niao He , Arthur Gretton , Le Song , Dale Schuurmans

We propose a fast method with statistical guarantees for learning an exponential family density model where the natural parameter is in a reproducing kernel Hilbert space, and may be infinite-dimensional. The model is learned by fitting the…

Machine Learning · Statistics 2021-01-15 Danica J. Sutherland , Heiko Strathmann , Michael Arbel , Arthur Gretton

The kernel exponential family is a rich class of distributions, which can be fit efficiently and with statistical guarantees by score matching. Being required to choose a priori a simple kernel such as the Gaussian, however, limits its…

Machine Learning · Statistics 2021-01-15 Li Wenliang , Danica J. Sutherland , Heiko Strathmann , Arthur Gretton

Bayesian inference for exponential family random graph models (ERGMs) is a doubly-intractable problem because of the intractability of both the likelihood and posterior normalizing factor. Auxiliary variable based Markov Chain Monte Carlo…

Computation · Statistics 2020-07-15 Fan Yin , Carter T. Butts

The distribution regression problem encompasses many important statistics and machine learning tasks, and arises in a large range of applications. Among various existing approaches to tackle this problem, kernel methods have become a method…

Statistics Theory · Mathematics 2025-09-22 François Bachoc , Louis Béthune , Alberto González-Sanz , Jean-Michel Loubes

We consider the question of learning the natural parameters of a $k$ parameter minimal exponential family from i.i.d. samples in a computationally and statistically efficient manner. We focus on the setting where the support as well as the…

Machine Learning · Computer Science 2021-11-01 Abhin Shah , Devavrat Shah , Gregory W. Wornell

In this paper we de ne conditional random elds in reproducing kernel Hilbert spaces and show connections to Gaussian Process classi cation. More speci cally, we prove decomposition results for undirected graphical models and we give…

Machine Learning · Computer Science 2012-07-19 Yasemin Altun , Alex Smola , Thomas Hofmann

Kernel mean embeddings are a powerful tool to represent probability distributions over arbitrary spaces as single points in a Hilbert space. Yet, the cost of computing and storing such embeddings prohibits their direct use in large-scale…

Machine Learning · Statistics 2022-06-16 Antoine Chatalic , Nicolas Schreuder , Alessandro Rudi , Lorenzo Rosasco

A nonparametric family of conditional distributions is introduced, which generalizes conditional exponential families using functional parameters in a suitable RKHS. An algorithm is provided for learning the generalized natural parameter,…

Machine Learning · Statistics 2018-04-10 Michael Arbel , Arthur Gretton

Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…

Machine Learning · Computer Science 2021-06-29 Boris Muzellec , Francis Bach , Alessandro Rudi

The kernel mean embedding of probability distributions is commonly used in machine learning as an injective mapping from distributions to functions in an infinite dimensional Hilbert space. It allows us, for example, to define a distance…

Quantum Physics · Physics 2019-12-24 Jonas M. Kübler , Krikamol Muandet , Bernhard Schölkopf

This work makes two advances in the study of the (approximate) nonparametric maximum likelihood estimator (NPMLE) for exponential family mixture models. First, we develop a data-compression strategy that reduces the cost of repeated…

Statistics Theory · Mathematics 2026-04-22 Yan Zhang

In this paper, we consider an infinite dimensional exponential family, $\mathcal{P}$ of probability densities, which are parametrized by functions in a reproducing kernel Hilbert space, $H$ and show it to be quite rich in the sense that a…

Statistics Theory · Mathematics 2017-05-29 Bharath Sriperumbudur , Kenji Fukumizu , Arthur Gretton , Aapo Hyvärinen , Revant Kumar

We consider the classical problem of learning, with arbitrary accuracy, the natural parameters of a $k$-parameter truncated \textit{minimal} exponential family from i.i.d. samples in a computationally and statistically efficient manner. We…

Machine Learning · Computer Science 2023-09-13 Abhin Shah , Devavrat Shah , Gregory W. Wornell

Non-linear systems of differential equations have attracted the interest in fields like system biology, ecology or biochemistry, due to their flexibility and their ability to describe dynamical systems. Despite the importance of such models…

Methodology · Statistics 2014-05-09 Javier González , Ivan Vujačić , Ernst Wit

We introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…

Machine Learning · Statistics 2024-05-14 Raaz Dwivedi , Lester Mackey

We study estimation of a class prior for unlabeled target samples which possibly differs from that of source population. Moreover, it is assumed that the source data is partially observable: only samples from the positive class and from the…

Machine Learning · Statistics 2026-05-22 Jan Mielniczuk , Wojciech Rejchel , Paweł Teisseyre

In a regular full exponential family, the maximum likelihood estimator (MLE) need not exist in the traditional sense. However, the MLE may exist in the completion of the exponential family. Existing algorithms for finding the MLE in the…

Statistics Theory · Mathematics 2020-11-30 Daniel J. Eck , Charles J. Geyer

The general perception is that kernel methods are not scalable, and neural nets are the methods of choice for nonlinear learning problems. Or have we simply not tried hard enough for kernel methods? Here we propose an approach that scales…

Machine Learning · Computer Science 2015-09-11 Bo Dai , Bo Xie , Niao He , Yingyu Liang , Anant Raj , Maria-Florina Balcan , Le Song

An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier
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