Related papers: Estimation for High-Dimensional Multi-Layer Genera…

In this work, a Bayesian approximate message passing algorithm is proposed for solving the multiple measurement vector (MMV) problem in compressive sensing, in which a collection of sparse signal vectors that share a common support are…

We provide exact asymptotic expressions for the performance of regression by an $L-$layer deep random feature (RF) model, where the input is mapped through multiple random embedding and non-linear activation functions. For this purpose, we…

Most Probable Explanation (MPE) inference in Probabilistic Graphical Models (PGMs) is a fundamental yet computationally challenging problem arising in domains such as diagnosis, planning, and structured prediction. In many practical…

We address the challenge of performing Targeted Maximum Likelihood Estimation (TMLE) after an initial Highly Adaptive Lasso (HAL) fit. Existing approaches that utilize the data-adaptive working model selected by HAL-such as the relaxed HAL…

This paper investigates semi-blind channel estimation for massive multiple-input multiple-output (MIMO) systems. To this end, we first estimate a subspace based on all received symbols (pilot and payload) to provide additional information…

We propose the AdaPtive Noise Augmentation (PANDA) procedure to regularize the estimation and inference of generalized linear models (GLMs). PANDA iteratively optimizes the objective function given noise augmented data until convergence to…

Maximum likelihood estimation (MLE) is a well-known estimation method used in many robotic and computer vision applications. Under Gaussian assumption, the MLE converts to a nonlinear least squares (NLS) problem. Efficient solutions to NLS…

This work establishes regularity conditions for consistency and asymptotic normality of the multiple parameter maximum likelihood estimator(MLE) from censored data, where the censoring mechanism is in the form of $1$-bit measurements. The…

The stochastic gradient descent (SGD) algorithm has been widely used to optimize deep Cox neural network (Cox-NN) by updating model parameters using mini-batches of data. We show that SGD aims to optimize the average of mini-batch…

Over the years, ensemble methods have become a staple of machine learning. Similarly, generalized linear models (GLMs) have become very popular for a wide variety of statistical inference tasks. The former have been shown to enhance out-…

Latent variable models have been widely applied in different fields of research in which the constructs of interest are not directly observable, so that one or more latent variables are required to reduce the complexity of the data. In…

This paper investigates the quasi-maximum likelihood inference including estimation, model selection and diagnostic checking for linear double autoregressive (DAR) models, where all asymptotic properties are established under only…

Approximate-message passing (AMP) algorithms have become an important element of high-dimensional statistical inference, mostly due to their adaptability and concentration properties, the state evolution (SE) equations. This is demonstrated…

General matrix-matrix multiplication (GEMM) is a fundamental operation in machine learning (ML) applications. We present the first comprehensive performance acceleration of GEMM workloads on AMD's second-generation AIE-ML (AIE2)…

An asymptotically optimal blind calibration scheme of uniform linear arrays for narrowband Gaussian signals is proposed. Rather than taking the direct Maximum Likelihood (ML) approach for joint estimation of all the unknown model…

Generalized linear models (GLMs) are routinely used for modeling relationships between a response variable and a set of covariates. The simple form of a GLM comes with easy interpretability, but also leads to concerns about model…

Generalized Additive Models (GAMs) balance predictive accuracy and interpretability, but manually configuring their structure is challenging. We propose using the multi-objective genetic algorithm NSGA-II to automatically optimize GAMs,…

Efficient Bayesian model selection relies on the model evidence or marginal likelihood, whose computation often requires evaluating an intractable integral. The harmonic mean estimator (HME) has long been a standard method of approximating…

We define the group-lasso estimator for the natural parameters of the exponential families of distributions representing hierarchical log-linear models under multinomial sampling scheme. Such estimator arises as the solution of a convex…

In this letter, we revisit the problem of maximum likelihood estimation (MLE) of parameters of Gaussian Mixture Model (GMM) and show a new derivation for its parameters. The new derivation, unlike the classical approach employing the…