Related papers: Better Approximate Inference for Partial Likelihoo…
Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…
Likelihood-free methods are an essential tool for performing inference for implicit models which can be simulated from, but for which the corresponding likelihood is intractable. However, common likelihood-free methods do not scale well to…
We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…
We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…
Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…
We present a theoretical framework of probabilistic learning derived by Maximum Probability (MP) Theorem shown in the current paper. In this probabilistic framework, a model is defined as an event in the probability space, and a model or…
The ability to rigorously estimate the failure rates of large language models (LLMs) is a prerequisite for their safe deployment. Currently, however, practitioners often face a tradeoff between expensive human gold standards and potentially…
We introduce the Morph approximation, a class of product approximations of probability densities that selects low-order disjoint parameter blocks by maximizing the sum of their total correlations. We use the posterior approximation via…
Eliciting information to reduce uncertainty about a latent entity is a critical task in many application domains, e.g., assessing individual student learning outcomes, diagnosing underlying diseases, or learning user preferences. Though…
We develop a class of interacting particle systems for implementing a maximum marginal likelihood estimation (MMLE) procedure to estimate the parameters of a latent variable model. We achieve this by formulating a continuous-time…
Latent variable models are an elegant framework for capturing rich probabilistic dependencies in many applications. However, current approaches typically parametrize these models using conditional probability tables, and learning relies…
Speculative sampling reduces the latency of autoregressive decoding for target model LLMs without sacrificing inference quality, by using a cheap draft model to suggest a candidate token and a verification criterion to accept or resample…
We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…
This paper proposes a constrained maximum likelihood estimator for sequential search models, using the MPEC (Mathematical Programming with Equilibrium Constraints) approach. This method enhances numerical accuracy while avoiding ad hoc…
Aligning Large Language Models (LLMs) with human preferences is crucial, but standard methods like Reinforcement Learning from Human Feedback (RLHF) are often complex and unstable. In this work, we propose a new, simpler approach that…
The methods of statistical physics are widely used for modelling complex networks. Building on the recently proposed Equilibrium Expectation approach, we derive a simple and efficient algorithm for maximum likelihood estimation (MLE) of…
We revisit the classical problem of deriving convergence rates for the maximum likelihood estimator (MLE) in finite mixture models. The Wasserstein distance has become a standard loss function for the analysis of parameter estimation in…
We consider a one dimensional sub-ballistic random walk evolving in a parametric i.i.d. random environment. We study the asymptotic properties of the maximum likelihood estimator (MLE) of the parameter based on a single observation of the…
The short-term forecasting of real-time locational marginal price (LMP) and network congestion is considered from a system operator perspective. A new probabilistic forecasting technique is proposed based on a multiparametric programming…
We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to…