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Score matching is an alternative to maximum likelihood (ML) for estimating a probability distribution parametrized up to a constant of proportionality. By fitting the ''score'' of the distribution, it sidesteps the need to compute this…
Nonparametric empirical Bayes methods provide a flexible and attractive approach to high-dimensional data analysis. One particularly elegant empirical Bayes methodology, involving the Kiefer-Wolfowitz nonparametric maximum likelihood…
Deep Metric Learning (DML) has shown remarkable successes in many domains by taking advantage of powerful deep neural networks. Deep neural networks are prone to adversarial attacks and could be easily fooled by adversarial examples. The…
This work studies the properties of the maximum likelihood estimator (MLE) of a non-linear model with Gaussian errors and multidimensional parameter. The observations are collected in a two-stage experimental design and are dependent since…
Asymptotic efficiency of targeted maximum likelihood estimators (TMLE) of target features of the data distribution relies on a a second order remainder being asymptotically negligible. In previous work we proposed a nonparametric MLE termed…
Mini-batch algorithms have become increasingly popular due to the requirement for solving optimization problems, based on large-scale data sets. Using an existing online expectation-{}-maximization (EM) algorithm framework, we demonstrate…
Conventional solvers are often computationally expensive for constrained optimization, particularly in large-scale and time-critical problems. While this leads to a growing interest in using neural networks (NNs) as fast optimal solution…
For many diseases, logistic and other constraints often render large incidence studies difficult, if not impossible, to carry out. This becomes a drawback, particularly when a new incidence study is needed each time the disease incidence…
For a multinomial distribution, suppose that we have prior knowledge of the sum of the probabilities of some categories. This allows us to construct a submodel in a full (i.e., no-restriction) model. Maximum likelihood estimation (MLE)…
This paper explores learning emulators for parameter estimation with uncertainty estimation of high-dimensional dynamical systems. We assume access to a computationally complex simulator that inputs a candidate parameter and outputs a…
In this paper, we propose a new stochastic optimization algorithm for Bayesian inference based on multilevel Monte Carlo (MLMC) methods. In Bayesian statistics, biased estimators of the model evidence have been often used as stochastic…
Efficient Bayesian model selection relies on the model evidence or marginal likelihood, whose computation often requires evaluating an intractable integral. The harmonic mean estimator (HME) has long been a standard method of approximating…
We give an asymptotic development of the maximum likelihood estimator (MLE), or any other estimator defined implicitly, in a way which involves the limiting behavior of the score and its higher-order derivatives. This development, which is…
The Levenberg-Marquardt algorithm is a flexible iterative procedure used to solve non-linear least squares problems. In this work we study how a class of possible adaptations of this procedure can be used to solve maximum likelihood…
Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…
Maximum likelihood estimation of linear functionals in the inverse problem of deconvolution is considered. Given observations of a random sample from a distribution $P_0\equiv P_{F_0}$ indexed by a (potentially infinite-dimensional)…
Machine learning methods provide a general framework for automatically finding and representing the essential characteristics of simulation data. This task is particularly crucial in enhanced sampling simulations. There we seek a few…
Representation learning is currently a very hot topic in modern machine learning, mostly due to the great success of the deep learning methods. In particular low-dimensional representation which discriminates classes can not only enhance…
We develop an Evolutionary Markov Chain Monte Carlo (EMCMC) algorithm for sampling spatial partitions that lie within a large and complex spatial state space. Our algorithm combines the advantages of evolutionary algorithms (EAs) as…
The exponential family is well known in machine learning and statistical physics as the maximum entropy distribution subject to a set of observed constraints, while the geometric mixture path is common in MCMC methods such as annealed…