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Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular…

The Linear Ballistic Accumulator (Brown & Heathcote, 2008) model is used as a measurement tool to answer questions about applied psychology. The analyses based on this model depend upon the model selected and its estimated parameters.…

We show that the maximum likelihood estimator (MLE) is an effective tool for mitigating non-flow effects in flow analysis. To this end, one constructs two toy models that simulate non-flow contributions corresponding to particle decay and…

Deep networks have enabled reinforcement learning to scale to more complex and challenging domains, but these methods typically require large quantities of training data. An alternative is to use sample-efficient episodic control methods:…

Learning by contrasting positive and negative samples is a general strategy adopted by many methods. Noise contrastive estimation (NCE) for word embeddings and translating embeddings for knowledge graphs are examples in NLP employing this…

Energy-based models (EBMs) are versatile density estimation models that directly parameterize an unnormalized log density. Although very flexible, EBMs lack a specified normalization constant of the model, making the likelihood of the model…

This thesis studies high-dimensional, continuous-valued pairwise Markov Random Fields. We are particularly interested in approximating pairwise densities whose logarithm belongs to a Sobolev space. For this problem we propose the method of…

This study focuses on the estimation of the Emax dose-response model, a widely utilized framework in clinical trials, agriculture, and environmental experiments. Existing challenges in obtaining maximum likelihood estimates (MLE) for model…

We introduce the Meta Highly-Adaptive-Lasso Minimum Loss Estimator (M-HAL-MLE), a novel ensemble approach for estimating functional parameters of realistically modeled data distribution from independent and identically distributed…

Deep energy-based models (EBMs), which use deep neural networks (DNNs) as energy functions, are receiving increasing attention due to their ability to learn complex distributions. To train deep EBMs, the maximum likelihood estimation (MLE)…

We study a new approach to learning energy-based models (EBMs) based on adversarial training (AT). We show that (binary) AT learns a special kind of energy function that models the support of the data distribution, and the learning process…

To address the dual challenges of the curse of dimensionality and the difficulty in separating intra-cluster and inter-cluster structures in high-dimensional manifold embedding, we proposes an Adaptive Multi-Scale Manifold Embedding (AMSME)…

Targeted maximum likelihood estimators (TMLEs) are asymptotically optimal among regular, asymptotically linear estimators. In small samples, however, we may be far from "asymptopia" and not reap the benefits of optimality. Here we propose a…

We introduce two synthetic likelihood methods for Simulation-Based Inference (SBI), to conduct either amortized or targeted inference from experimental observations when a high-fidelity simulator is available. Both methods learn a…

We show that the variance of the Monte Carlo estimator that is importance sampled from an exponential family is a convex function of the natural parameter of the distribution. With this insight, we propose an adaptive importance sampling…

This paper addresses classification problems with matrix-valued data, which commonly arise in applications such as neuroimaging and signal processing. Building on the assumption that the data from each class follows a matrix normal…

In this study, we introduce a novel methodological framework called Bayesian Penalized Empirical Likelihood (BPEL), designed to address the computational challenges inherent in empirical likelihood (EL) approaches. Our approach has two…

Simple exponential smoothing is widely used in forecasting economic time series. This is because it is quick to compute and it generally delivers accurate forecasts. On the other hand, its multivariate version has received little attention…

Mixtures-of-Experts models and their maximum likelihood estimation (MLE) via the EM algorithm have been thoroughly studied in the statistics and machine learning literature. They are subject of a growing investigation in the context of…

Consider a parametrized family of general hidden Markov models, where both the observed and unobserved components take values in a complete separable metric space. We prove that the maximum likelihood estimator (MLE) of the parameter is…