Related papers: Implicit MLE: Backpropagating Through Discrete Exp…
Maximum likelihood estimation (MLE) is a fundamental computational problem in statistics. The problem is to maximize the likelihood function with respect to given data on a statistical model. An algebraic approach to this problem is to…
Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…
Information Bottleneck (IB) is a generalization of rate-distortion theory that naturally incorporates compression and relevance trade-offs for learning. Though the original IB has been extensively studied, there has not been much…
This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…
We propose a class of convex relaxations to solve the sensor network localization problem, based on a maximum likelihood (ML) formulation. This class, as well as the tightness of the relaxations, depends on the noise probability density…
We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output…
The Expectation--Maximization Maximum Likelihood (EMML) algorithm belongs to the Expectation--Maximization family and is widely used for image reconstruction problems under Poisson noise.In this paper, we reinterpret EMML as a mirror…
We propose a novel deep learning method for local self-supervised representation learning that does not require labels nor end-to-end backpropagation but exploits the natural order in data instead. Inspired by the observation that…
Learning to sample from intractable distributions over discrete sets without relying on corresponding training data is a central problem in a wide range of fields, including Combinatorial Optimization. Currently, popular deep learning-based…
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,…
Multi-distribution learning (MDL), which seeks to learn a shared model that minimizes the worst-case risk across $k$ distinct data distributions, has emerged as a unified framework in response to the evolving demand for robustness,…
Mixture distributions with dynamic weights are an efficient way of modeling loss data characterized by heavy tails. However, maximum likelihood estimation of this family of models is difficult, mostly because of the need to evaluate…
End-to-end learning has become a widely applicable and studied problem in training predictive ML models to be aware of their impact on downstream decision-making tasks. These end-to-end models often outperform traditional methods that…
We give an asymptotic development of the maximum likelihood estimator (MLE), or any other estimator defined implicitly, in a way which involves the limiting behavior of the score and its higher-order derivatives. This development, which is…
We study the problem of estimating the distribution of the return of a policy using an offline dataset that is not generated from the policy, i.e., distributional offline policy evaluation (OPE). We propose an algorithm called Fitted…
In-context learning (ICL) has emerged as a successful paradigm for leveraging large language models (LLMs). However, it often struggles to generalize beyond the distribution of the provided demonstrations. A recent advancement in enhancing…
Nonparametric maximum likelihood (NPML) for mixture models is a technique for estimating mixing distributions that has a long and rich history in statistics going back to the 1950s, and is closely related to empirical Bayes methods.…
We introduce iterative retrieval, a novel framework that empowers retrievers to make iterative decisions through policy optimization. Finding an optimal portfolio of retrieved items is a combinatorial optimization problem, generally…
In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…
Training the parameters of statistical models to describe a given data set is a central task in the field of data mining and machine learning. A very popular and powerful way of parameter estimation is the method of maximum likelihood…