Related papers: Fisher Scoring for crossed factor Linear Mixed Mod…

While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper,…

We propose a unified framework to speed up the existing stochastic matrix factorization (SMF) algorithms via variance reduction. Our framework is general and it subsumes several well-known SMF formulations in the literature. We perform a…

The linear spline growth model (LSGM), which approximates complex patterns using at least two linear segments, is a popular tool for examining nonlinear change patterns. Among such models, the linear-linear piecewise change pattern is the…

Reward-based fine-tuning steers a pretrained diffusion or flow-based generative model toward higher-reward samples while remaining close to the pretrained model. Although existing methods are derived from different perspectives, we show…

Building neural reward models from human preferences is a pivotal component in reinforcement learning from human feedback (RLHF) and large language model alignment research. Given the scarcity and high cost of human annotation, how to…

The Fisher matrix approach (Fisher 1935) allows one to calculate in advance how well a given experiment will be able to estimate model parameters, and has been an invaluable tool in experimental design. In the same spirit, we present here a…

Mixtures of factor analysers (MFA) models represent a popular tool for finding structure in data, particularly high-dimensional data. While in most applications the number of clusters, and especially the number of latent factors within…

With the development of Large Language Models (LLMs), numerous benchmarks have been proposed to measure and compare the capabilities of different LLMs. However, evaluating LLMs is costly due to the large number of test instances and their…

Nonnegative matrix factorization (NMF) is a powerful tool in data exploratory analysis by discovering the hidden features and part-based patterns from high-dimensional data. NMF and its variants have been successfully applied into diverse…

Maximum likelihood estimation is a popular method in statistical inference. As a way of assessing the accuracy of the maximum likelihood estimate (MLE), the calculation of the covariance matrix of the MLE is of great interest in practice.…

Averaging the parameters of models that have the same architecture and initialization can provide a means of combining their respective capabilities. In this paper, we take the perspective that this "merging" operation can be seen as…

Estimating hidden states in dynamical systems, also known as optimal filtering, is a long-standing problem in various fields of science and engineering. In this paper, we introduce a general filtering framework, \textbf{LLM-Filter}, which…

A connection between the General Linear Model (GLM) in combination with classical statistical inference and the machine learning (MLE)-based inference is described in this paper. Firstly, the estimation of the GLM parameters is expressed as…

Machine learning techniques for Recommendation System (RS) and Classification has become a prime focus of research to tackle the problem of information overload. RS are software tools that aim at making informed decisions about the services…

A multivariate score-driven filter is developed to extract signals from noisy vector processes. By assuming that the conditional location vector from a multivariate Student's t distribution changes over time, we construct a robust filter…

Estimations and applications of factor models often rely on the crucial condition that the number of latent factors is consistently estimated, which in turn also requires that factors be relatively strong, data are stationary and weak…

sparseDFM is an R package for the implementation of popular estimation methods for dynamic factor models (DFMs) including the novel Sparse DFM approach of Mosley et al. (2023). The Sparse DFM ameliorates interpretability issues of factor…

LLMs have demonstrated great capabilities in various NLP tasks. Different entities can further improve the performance of those LLMs on their specific downstream tasks by fine-tuning LLMs. When several entities have similar interested…

Mixed Models for Repeated Measures (MMRMs) are ubiquitous when analyzing outcomes of clinical trials. However, the linearity of the fixed-effect structure in these models largely restrict their use to estimating treatment effects that are…

We estimate a general mixture of Markov jump processes. The key novel feature of the proposed mixture is that the transition intensity matrices of the Markov processes comprising the mixture are entirely unconstrained. The Markov processes…