Related papers: Learning to Estimate Without Bias

We develop a novel and general framework for reduced-bias $M$-estimation from asymptotically unbiased estimating functions. The framework relies on an empirical approximation of the bias by a function of derivatives of estimating function…

Mixture of experts (MoE) are a popular class of statistical and machine learning models that have gained attention over the years due to their flexibility and efficiency. In this work, we consider Gaussian-gated localized MoE (GLoME) and…

We introduce the concept of a Modular Autoencoder (MAE), capable of learning a set of diverse but complementary representations from unlabelled data, that can later be used for supervised tasks. The learning of the representations is…

Variational autoencoders (VAEs) are a popular framework for modeling complex data distributions; they can be efficiently trained via variational inference by maximizing the evidence lower bound (ELBO), at the expense of a gap to the exact…

Minimum mean square error (MMSE) estimation of block sparse signals from noisy linear measurements is considered. Unlike in the standard compressive sensing setup where the non-zero entries of the signal are independently and uniformly…

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…

Linear regression with measurement error in the covariates is a heavily studied topic, however, the statistics/econometrics literature is almost silent to estimating a multi-equation model with measurement error. This paper considers a…

Maximum likelihood estimation (MLE) of latent variable models is often recast as the minimization of a free energy functional over an extended space of parameters and probability distributions. This perspective was recently combined with…

Learning from Multi-Positive and Unlabeled (MPU) data has gradually attracted significant attention from practical applications. Unfortunately, the risk of MPU also suffer from the shift of minimum risk, particularly when the models are…

The Variational Auto-Encoder (VAE) is a simple, efficient, and popular deep maximum likelihood model. Though usage of VAEs is widespread, the derivation of the VAE is not as widely understood. In this tutorial, we will provide an overview…

Subsampling is a computationally effective approach to extract information from massive data sets when computing resources are limited. After a subsample is taken from the full data, most available methods use an inverse probability…

Empirical Bayes estimators are based on minimizing the average risk with the hyper-parameters in the weighting function being estimated from observed data. The performance of an empirical Bayes estimator is typically evaluated by its mean…

Maximum likelihood estimators (MLE) and control variate estimators (CVE) have been used in conjunction with known information across sketching algorithms and applications in machine learning. We prove that under certain conditions in an…

Variational auto-encoders (VAEs) are a popular and powerful deep generative model. Previous works on VAEs have assumed a factorized likelihood model, whereby the output uncertainty of each pixel is assumed to be independent. This…

The use of language models (LMs) has increased considerably in recent years, and the biases and stereotypes in training data that are reflected in the LM outputs are causing social problems. In this paper, inspired by the task arithmetic,…

A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…

Variational autoencoder (VAE) is a very popular and well-investigated generative model in neural learning research. To leverage VAE in practical tasks dealing with a massive dataset of large dimensions, it is required to deal with the…

In this paper, we propose two new algorithms for maximum-likelihood estimation (MLE) of high dimensional sparse covariance matrices. Unlike most of the state of-the-art methods, which either use regularization techniques or penalize the…

Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to Markov chain Monte Carlo (MCMC) methods for scalable Bayesian estimation of mixed multinomial logit (MMNL) models. It has been established…

Variational autoencoders (VAEs) are powerful generative models with the salient ability to perform inference. Here, we introduce a quantum variational autoencoder (QVAE): a VAE whose latent generative process is implemented as a quantum…