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Numerical nonlinear algebra is applied to maximum likelihood estimation for Gaussian models defined by linear constraints on the covariance matrix. We examine the generic case as well as special models (e.g. Toeplitz, sparse, trees) that…

Code often suffers from performance bugs. These bugs necessitate the research and practice of code optimization. Traditional rule-based methods rely on manually designing and maintaining rules for specific performance bugs (e.g., redundant…

We propose a novel targeted maximum likelihood estimator (TMLE) for quantiles in semiparametric missing data models. Our proposed estimator is locally efficient, $\sqrt{n}$-consistent, asymptotically normal, and doubly robust, under…

Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…

The restricted maximum likelihood (REML) estimator of the dispersion matrix for random coefficient models is rewritten in terms of the sufficient statistics of the individual regressions.

Linear Mixed-Effects (LME) models are a fundamental tool for modeling correlated data, including cohort studies, longitudinal data analysis, and meta-analysis. Design and analysis of variable selection methods for LMEs is more difficult…

In order to learn the complex features of large spatio-temporal data, models with large parameter sets are often required. However, estimating a large number of parameters is often infeasible due to the computational and memory costs of…

We discuss the asymptotics of the nonparametric maximum likelihood estimator (NPMLE) in the normal mixture model. We then prove the convergence rate of the NPMLE decision in the empirical Bayes problem with normal observations. We point to…

We carry out a Bayesian analysis of dark matter (DM) direct detection data to determine particle model parameters using the Truncated Marginal Neural Ratio Estimation (TMNRE) machine learning technique. TMNRE avoids an explicit calculation…

In this paper, we mainly focus on the penalized maximum likelihood estimation (MLE) of the high-dimensional approximate factor model. Since the current estimation procedure can not guarantee the positive definiteness of the error covariance…

Representation learning plays a crucial role in automated feature selection, particularly in the context of high-dimensional data, where non-parametric methods often struggle. In this study, we focus on supervised learning scenarios where…

A major trend in academia and data science is the rapid adoption of Bayesian statistics for data analysis and modeling, leading to the development of probabilistic programming languages (PPL). A PPL provides a framework that allows users to…

Predicting rare outcomes such as startup success is central to venture capital, demanding models that are both accurate and interpretable. We introduce Random Rule Forest (RRF), a lightweight ensemble method that uses a large language model…

Linear Mixed-Effects (LME) models are a fundamental tool for modeling clustered data, including cohort studies, longitudinal data analysis, and meta-analysis. The design and analysis of variable selection methods for LMEs is considerably…

Estimation of generalized linear mixed models (GLMMs) with non-nested random effects structures requires approximation of high-dimensional integrals. Many existing methods are tailored to the low-dimensional integrals produced by nested…

In this paper we first propose a root-n-consistent Conditional Maximum Likelihood (CML) estimator for all the common parameters in the panel logit AR(p) model with strictly exogenous covariates and fixed effects. Our CML estimator (CMLE)…

Programming-by-Examples (PBE) aims to generate an algorithm from input-output examples. Such systems are practically and theoretically important: from an end-user perspective, they are deployed to millions of people, and from an AI…

This paper deals with nonparametric maximum likelihood estimation for Gaussian locally stationary processes. Our nonparametric MLE is constructed by minimizing a frequency domain likelihood over a class of functions. The asymptotic behavior…

Maximum likelihood estimation (MLE) is a statistical method used to estimate the parameters of a probability distribution that best explain the observed data. In the context of text generation, MLE is often used to train generative language…

Despite impressive results on curated benchmarks, the practical impact of large language models (LLMs) on research-level neural theorem proving and proof autoformalization is still limited. We introduce RLMEval, an evaluation suite for…