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Weak identification arises in many statistical problems when key variables exhibit weak correlations-for example, when instrumental variables correlate weakly with treatment, or when proxy variables correlate weakly with unmeasured…

Statistics Theory · Mathematics 2025-11-12 Rui Wang , Kwun Chuen Gary Chan , Ting Ye

Gaussian Mixture Models (GMMs) are one of the most potent parametric density models used extensively in many applications. Flexibly-tied factorization of the covariance matrices in GMMs is a powerful approach for coping with the challenges…

Machine Learning · Computer Science 2023-11-14 Mohammad Pasande , Reshad Hosseini , Babak Nadjar Araabi

We developed a statistical inference method applicable to a broad range of generalized linear models (GLMs) in high-dimensional settings, where the number of unknown coefficients scales proportionally with the sample size. Although a…

Statistics Theory · Mathematics 2024-05-24 Kazuma Sawaya , Yoshimasa Uematsu , Masaaki Imaizumi

We consider the consistency properties of a regularised estimator for the simultaneous identification of both changepoints and graphical dependency structure in multivariate time-series. Traditionally, estimation of Gaussian Graphical…

Statistics Theory · Mathematics 2017-12-18 Alex J. Gibberd , Sandipan Roy

Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…

Machine Learning · Statistics 2019-01-09 Fredrik Lindsten , Jouni Helske , Matti Vihola

Today, we have required to accommodate a large number of users under a single base station. This can be possible only if we have some flexibility over the spectrum. Previously we have lots of multiplexing methods to accommodate large number…

Information Theory · Computer Science 2014-07-01 Sutanu Ghosh

The operator definition of generalised transverse-momentum-dependent (GTMD) distributions is exploited to compute for the first time the full set of one-loop corrections to the off-forward matching functions. These functions allow one to…

High Energy Physics - Phenomenology · Physics 2022-11-09 Valerio Bertone

Moment-based estimation is a theoretically attractive approach to parametric inference, especially when likelihood-based estimation is unavailable, misspecified, or computationally inconvenient. However, the moment equations involve sample…

Statistics Theory · Mathematics 2026-05-28 Liu Zhang , Amit Singer

We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression (IVQR) models can be equivalently formulated as a mixed integer quadratic programming problem. This enables exact…

Computation · Statistics 2017-03-29 Le-Yu Chen , Sokbae Lee

The learning of Gaussian Mixture Models (also referred to simply as GMMs) plays an important role in machine learning. Known for their expressiveness and interpretability, Gaussian mixture models have a wide range of applications, from…

Machine Learning · Computer Science 2023-07-14 Ruichong Zhang

In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…

Machine Learning · Statistics 2026-02-24 Xinyu Liu , Hai Zhang

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

Machine Learning · Statistics 2026-03-23 Xinyu Liu , Hai Zhang

In this work, we propose variations of a Gaussian mixture model (GMM) based channel estimator that was recently proven to be asymptotically optimal in the minimum mean square error (MMSE) sense. We account for the need of low computational…

Information Theory · Computer Science 2023-06-06 Benedikt Fesl , Michael Joham , Sha Hu , Michael Koller , Nurettin Turan , Wolfgang Utschick

We advance the proxy variable approach to production function estimation. We show that the invertibility assumption at its heart is testable. We characterize what goes wrong if invertibility fails and what can still be done. We show that…

Econometrics · Economics 2025-07-28 Ulrich Doraszelski , Lixiong Li

We show that memory-augmented Transformers can implement the entire class of linear first-order methods (LFOMs), a class that contains gradient descent (GD) and more advanced methods such as conjugate gradient descent (CGD), momentum…

Machine Learning · Computer Science 2025-02-04 Sanchayan Dutta , Suvrit Sra

For a long time, people have been focusing on how to extract more information, such as off-diagonal observables, from the quantum Monte Carlo (QMC) simulation of the partition function, but there have been numerous difficulties, and many of…

Strongly Correlated Electrons · Physics 2026-03-13 Zhiyan Wang , Zhe Wang , Bin-Bin Mao , Zheng Yan

Differential graphical models are designed to represent the difference between the conditional dependence structures of two groups, thus are of particular interest for scientific investigation. Motivated by modern applications, this…

Statistics Theory · Mathematics 2021-02-03 Sen Na , Mladen Kolar , Oluwasanmi Koyejo

Graphical Transformation Models (GTMs) are introduced as a novel approach to effectively model multivariate data with intricate marginals and complex dependency structures semiparametrically, while maintaining interpretability through the…

Methodology · Statistics 2025-08-28 Matthias Herp , Johannes Brachem , Michael Altenbuchinger , Thomas Kneib

Generalized additive index models (GAIMs) offer a flexible semiparametric framework for capturing complex data relationships, balancing the interpretability of parametric models with the flexibility of nonparametric approaches. However,…

Methodology · Statistics 2026-05-29 Ziyu Peng , Linglingzhi Zhu , Yao Xie

Flow Matching (FM) underpins many state-of-the-art generative models, yet recent results indicate that Transition Matching (TM) can achieve higher quality with fewer sampling steps. This work answers the question of when and why TM…

Machine Learning · Computer Science 2026-05-22 Jaihoon Kim , Rajarshi Saha , Minhyuk Sung , Youngsuk Park