Related papers: Estimation in Tensor Ising Models
We propose to use deep learning to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. We show how to estimate parameters from max-stable processes, where inference is…
We consider the problem of estimating a mixture of power series distributions with infinite support, to which belong very well-known models such as Poisson, Geometric, Logarithmic or Negative Binomial probability mass functions. We consider…
Tsetlin Machines (TMs) have emerged as a compelling alternative to conventional deep learning methods, offering notable advantages such as smaller memory footprint, faster inference, fault-tolerant properties, and interpretability. Although…
Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
This paper presents a simple yet efficient method for statistical inference of tensor linear forms using incomplete and noisy observations. Under the Tucker low-rank tensor model and the missing-at-random assumption, we utilize an…
In a recent paper, the authors proposed a general methodology for probabilistic learning on manifolds. The method was used to generate numerical samples that are statistically consistent with an existing dataset construed as a realization…
The empirical Bayes $g$-modeling approach via the nonparametric maximum likelihood estimator (NPMLE) is widely used for large-scale estimation and inference in the normal means problem, yet theoretical guarantees for uncertainty…
Estimation under model misspecification arises in many signal processing problems, where the assumed observation model deviates from the true data-generating mechanism due to errors or simplifications. The misspecified Cram\'er-Rao bound…
The composite likelihood (CL) is amongst the computational methods used for the estimation of high-dimensional multivariate normal (MVN) copula models with discrete responses. Its computational advantage, as a surrogate likelihood method,…
Disordered lattice spin systems are crucial in both theoretical and applied physics. However, understanding their properties poses significant challenges for Monte Carlo simulations. In this work, we investigate the two-dimensional…
Using methods of statistical physics, we analyse the error of learning couplings in large Ising models from independent data (the inverse Ising problem). We concentrate on learning based on local cost functions, such as the…
We introduce a pruning algorithm that provably sparsifies the parameters of a trained model in a way that approximately preserves the model's predictive accuracy. Our algorithm uses a small batch of input points to construct a data-informed…
Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis. The classical method for maximizing the likelihood of these models…
Tensor network contraction on arbitrary graphs is a fundamental computational challenge with applications ranging from quantum simulation to error correction. While belief propagation (BP) provides a powerful approximation algorithm for…
In this paper, we study the functional linear multiplicative model based on the least product relative error criterion. Under some regularization conditions, we establish the consistency and asymptotic normality of the estimator. Further,…
The Ising model has become a popular psychometric model for analyzing item response data. The statistical inference of the Ising model is typically carried out via a pseudo-likelihood, as the standard likelihood approach suffers from a high…
Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…
While standard estimation assumes that all datapoints are from probability distribution of the same fixed parameters $\theta$, we will focus on maximum likelihood (ML) adaptive estimation for nonstationary time series: separately estimating…
We consider the efficient use of an approximation within Markov chain Monte Carlo (MCMC), with subsequent importance sampling (IS) correction of the Markov chain inexact output, leading to asymptotically exact inference. We detail…