Related papers: An Efficient Algorithm for High-Dimensional Log-Co…
For a parametric model of distributions, the closest distribution in the model to the true distribution located outside the model is considered. Measuring the closeness between two distributions with the Kullback-Leibler (K-L) divergence,…
Diffusion Large Language Models (dLLMs) support arbitrary-order generation, yet their inference performance critically depends on the unmasking order. Existing strategies rely on heuristics that greedily optimize local confidence, offering…
In this paper, we propose a maximum smoothed likelihood method to estimate the component density functions of mixture models, in which the mixing proportions are known and may differ among observations. The proposed estimates maximize a…
Log-concave sampling has witnessed remarkable algorithmic advances in recent years, but the corresponding problem of proving lower bounds for this task has remained elusive, with lower bounds previously known only in dimension one. In this…
A striking result of [Acharya et al. 2017] showed that to estimate symmetric properties of discrete distributions, plugging in the distribution that maximizes the likelihood of observed multiset of frequencies, also known as the profile…
Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…
Maximum likelihood estimators (MLE) and control variate estimators (CVE) have been used in conjunction with known information across sketching algorithms and applications in machine learning. We prove that under certain conditions in an…
We use the delta method and Stein's method to derive, under regularity conditions, explicit upper bounds for the distributional distance between the distribution of the maximum likelihood estimator (MLE) of a $d$-dimensional parameter and…
The nearest neighbor spacing distribution (NNSD) is one of common methods in statistical analysis of nuclear energy levels. In this paper, we have proposed Maximum Likelihood Estimation (MLE) method to evaluate parameter of (NNSD)'s which…
The method of maximum likelihood estimation (MLE) is a widely used statistical approach for estimating the values of one or more unknown parameters of a probabilistic model based on observed data. In this tutorial, I briefly review the…
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…
Maximum likelihood estimation is an important statistical technique for estimating missing data, for example in climate and environmental applications, which are usually large and feature data points that are irregularly spaced. In…
We present a new algorithm to generate a random (unclustered) version of an magnitude limited observational galaxy redshift catalogue. It takes into account both galaxy evolution and the perturbing effects of large scale structure. The key…
We present a randomized Local Computation Algorithm (LCA) with query complexity $poly(\Delta) \cdot \log n$ for the Maximal Independent Set (MIS) problem. That is, the algorithm determines whether each node is in the computed MIS or not…
Suppose $\left \{ X_{i,k}; 1\le i \le p, 1\le k \le n \right \} $ is an array of i.i.d.~real random variables. Let $\left \{ p=p_{n}; n \ge1 \right \} $ be positive integers. Consider the maximum interpoint distance $M_{n}=\max_{1\le i<…
The Metropolis-adjusted Langevin (MALA) algorithm is a sampling algorithm that incorporates the gradient of the logarithm of the target density in its proposal distribution. In an earlier joint work \citet{pill:stu:12}, the author had…
Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is…
Existing quantum state tomography methods are limited in scalability due to their high computation and memory demands, making them impractical for recovery of large quantum states. In this work, we address these limitations by reformulating…
We consider 1-dimensional location estimation, where we estimate a parameter $\lambda$ from $n$ samples $\lambda + \eta_i$, with each $\eta_i$ drawn i.i.d. from a known distribution $f$. For fixed $f$ the maximum-likelihood estimate (MLE)…
We present a new approach for inference about a log-concave distribution: Instead of using the method of maximum likelihood, we propose to incorporate the log-concavity constraint in an appropriate nonparametric confidence set for the cdf…