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Several recent works have proposed instance-dependent upper bounds on the number of episodes needed to identify, with probability $1-\delta$, an $\varepsilon$-optimal policy in finite-horizon tabular Markov Decision Processes (MDPs). These…

Machine Learning · Statistics 2023-11-13 Aymen Al-Marjani , Andrea Tirinzoni , Emilie Kaufmann

We introduce a new class of mean regression estimators -- penalized maximum tangent likelihood estimation -- for high-dimensional regression estimation and variable selection. We first explain the motivations for the key ingredient, maximum…

Methodology · Statistics 2017-08-23 Yichen Qin , Shaobo Li , Yang Li , Yan Yu

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

Computation · Statistics 2020-08-05 Jaewoo Park , Murali Haran

We suggest an iterative approach to computing K-step maximum likelihood estimates (MLE) of the parametric components in semiparametric models based on their profile likelihoods. The higher order convergence rate of K-step MLE mainly depends…

Statistics Theory · Mathematics 2007-08-23 Guang Cheng

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…

Machine Learning · Computer Science 2015-06-16 Siqi Nie , Qiang Ji

In this paper we study the computation of the nonparametric maximum likelihood estimator (NPMLE) in multivariate mixture models. Our first approach discretizes this infinite dimensional convex optimization problem by fixing the support…

Methodology · Statistics 2024-02-20 Yangjing Zhang , Ying Cui , Bodhisattva Sen , Kim-Chuan Toh

Evidence often grounds temporal probabilistic relational models over time, which makes reasoning infeasible. To counteract groundings over time and to keep reasoning polynomial by restoring a lifted representation, we present temporal…

Artificial Intelligence · Computer Science 2019-11-19 Marcel Gehrke , Ralf Möller , Tanya Braun

A discrete-time totally asymmetric simple exclusion process on a lattice with open boundaries is considered. There are particles of different types. The type of a particle is characterized by the probability that a particle moves to a…

Statistical Mechanics · Physics 2025-11-04 Marina V. Yashina , Alexander G. Tatashev

The MPE (Most Probable Explanation) query plays an important role in probabilistic inference. MPE solution algorithms for probabilistic relational models essentially adapt existing belief assessment method, replacing summation with…

Artificial Intelligence · Computer Science 2012-10-19 Udi Apsel , Ronen I. Brafman

Generating semantically coherent text requires a robust internal representation of linguistic structures, which traditional embedding techniques often fail to capture adequately. A novel approach, Latent Lexical Projection (LLP), is…

Computation and Language · Computer Science 2025-03-26 Ziad Shaker , Brendan Ashdown , Hugo Fitzalan , Alistair Heathcote , Jocasta Huntington

In nonlinear deterministic parameter estimation, the maximum likelihood estimator (MLE) is unable to attain the Cramer-Rao lower bound at low and medium signal-to-noise ratios (SNR) due the threshold and ambiguity phenomena. In order to…

Applications · Statistics 2015-06-19 Achraf Mallat , Sinan Gezici , Davide Dardari , Christophe Craeye , Luc Vandendorpe

Empirical best prediction (EBP) is a well-known method for producing reliable proportion estimates when the primary data source provides only small or no sample from finite populations. There are potential challenges in implementing…

Methodology · Statistics 2025-01-22 Aditi Sen , Partha Lahiri

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…

Methodology · Statistics 2022-12-02 Joel L. Horowitz , Sokbae Lee

In this paper, we study sample size thresholds for maximum likelihood estimation for tensor normal models. Given the model parameters and the number of samples, we determine whether, almost surely, (1) the likelihood function is bounded…

Statistics Theory · Mathematics 2023-02-09 Harm Derksen , Visu Makam , Michael Walter

Determinantal point processes (DPPs) have wide-ranging applications in machine learning, where they are used to enforce the notion of diversity in subset selection problems. Many estimators have been proposed, but surprisingly the basic…

Statistics Theory · Mathematics 2017-07-25 Victor-Emmanuel Brunel , Ankur Moitra , Philippe Rigollet , John Urschel

Probabilistic graphical models (PGMs) are widely used to discover latent structure in data, but their success hinges on selecting an appropriate model design. In practice, model specification is difficult and often requires iterative…

Machine Learning · Computer Science 2026-04-08 Kevin Zhang , Yixin Wang

The idea of maximizing the likelihood of the observed range for a set of jointly realized counts has been employed in a variety of contexts. The applicability of the MLE introduced in [1] has been extended to the general case of a…

Statistics Theory · Mathematics 2011-11-18 Plamen Markov

Growth in both size and complexity of modern data challenges the applicability of traditional likelihood-based inference. Composite likelihood (CL) methods address the difficulties related to model selection and computational intractability…

Statistics Theory · Mathematics 2017-09-12 Zhendong Huang , Davide Ferrari

Here, in this paper it has been considered a sub family of exponential family. Maximum likelihood estimations (MLE) for the parameter of this family, probability density function, and cumulative density function based on a sample and based…

Statistics Theory · Mathematics 2019-09-26 Saman Hosseini , Parviz Nasiri , Dler Hussein Kadir , Sharad Damodar Gore

By integrating two powerful methods of density reduction and intrinsic dimensionality estimation, a new data-driven method, referred to as OLPP-MLE (orthogonal locality preserving projection-maximum likelihood estimation), is introduced for…

Methodology · Statistics 2020-12-15 Jingxin Zhang , Maoyin Chen , Hao Chen , Xia Hong , Donghua Zhou
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