Related papers: SUMO: Unbiased Estimation of Log Marginal Probabil…

This paper presents a novel estimation approach for cumulative link models, based on median bias reduction as developed in Kenne Pagui et al. (2017). The median bias reduced estimator is obtained as solution of an estimating equation based…

We study mixed models with a single grouping factor, where inference about unknown parameters requires optimizing a marginal likelihood defined by an intractable integral. Low-dimensional numerical integration techniques are regularly used…

Many problems in machine learning are naturally expressed in the language of undirected graphical models. Here, we propose black-box learning and inference algorithms for undirected models that optimize a variational approximation to the…

Given an i.i.d. sample drawn from some probability distribution on a finite set, the best (in the sense of least variance) linear unbiased estimator (BLUE) of the average of any quantity with respect to that distribution is the sample…

We introduce a Bayesian framework for inference with a supervised version of the Gaussian process latent variable model. The framework overcomes the high correlations between latent variables and hyperparameters by using an unbiased pseudo…

We provide a general methodology for unbiased estimation for intractable stochastic models. We consider situations where the target distribution can be written as an appropriate limit of distributions, and where conventional approaches…

It is often the case in Statistics that one needs to compute sums of infinite series, especially in marginalising over discrete latent variables. This has become more relevant with the popularization of gradient-based techniques (e.g.…

Unbiased estimators are introduced for averaged Bregman divergences which generalize Stein's Unbiased (Predictive) Risk Estimator, and the minimization of these estimators is proposed as a regularization parameter selection method for…

The standard margin-based structured prediction commonly uses a maximum loss over all possible structured outputs. The large-margin formulation including latent variables not only results in a non-convex formulation but also increases the…

Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…

The pseudo-marginal algorithm is a popular variant of the Metropolis--Hastings scheme which allows us to sample asymptotically from a target probability density $\pi$, when we are only able to estimate an unnormalized version of $\pi$…

A simple characterization of uniformly minimum variance unbiased estimators (UMVUEs) is provided (in the case when the sample space is finite) in terms of a linear independence condition on the likelihood functions corresponding to the…

In this paper we revisit the risk bounds of the lasso estimator in the context of transductive and semi-supervised learning. In other terms, the setting under consideration is that of regression with random design under partial labeling.…

We study the computational complexity and variance of multilevel best linear unbiased estimators introduced in [D. Schaden and E. Ullmann, SIAM/ASA J. Uncert. Quantif., (2020)]. We specialize the results in this work to PDE-based models…

Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms are proposed to handle intractable likelihoods with applications such as approximate Bayesian computation. In this paper,…

Recent research has made significant progress on the problem of bounding log partition functions for exponential family graphical models. Such bounds have associated dual parameters that are often used as heuristic estimates of the marginal…

We propose an easily computed estimator of marginal likelihoods from posterior simulation output, via reciprocal importance sampling, combining earlier proposals of DiCiccio et al (1997) and Robert and Wraith (2009). This involves only the…

Optimization problems with an auxiliary latent variable structure in addition to the main model parameters occur frequently in computer vision and machine learning. The additional latent variables make the underlying optimization task…

Although with progress in introducing auxiliary amortized inference models, learning discrete latent variable models is still challenging. In this paper, we show that the annoying difficulty of obtaining reliable stochastic gradients for…

Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…