Related papers: Particle algorithms for maximum likelihood trainin…
We develop, discuss, and compare several inference techniques to constrain theory parameters in collider experiments. By harnessing the latent-space structure of particle physics processes, we extract extra information from the simulator.…
Initialisation of the EM algorithm in model-based clustering is often crucial. Various starting points in the parameter space often lead to different local maxima of the likelihood function and, so to different clustering partitions. Among…
Using stochastic gradient search and the optimal filter derivative, it is possible to perform recursive (i.e., online) maximum likelihood estimation in a non-linear state-space model. As the optimal filter and its derivative are…
Our predictions for particle physics processes are realized in a chain of complex simulators. They allow us to generate high-fidelity simulated data, but they are not well-suited for inference on the theory parameters with observed data. We…
Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…
Probabilistic models are often trained by maximum likelihood, which corresponds to minimizing a specific f-divergence between the model and data distribution. In light of recent successes in training Generative Adversarial Networks,…
A new approach for signal parametrization, which consists of a specific regression model incorporating a discrete hidden logistic process, is proposed. The model parameters are estimated by the maximum likelihood method performed by a…
The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter…
We develop a general framework for proving rigorous guarantees on the performance of the EM algorithm and a variant known as gradient EM. Our analysis is divided into two parts: a treatment of these algorithms at the population level (in…
Latent-variable energy-based models (LVEBMs) assign a single normalized energy to joint pairs of observed data and latent variables, offering expressive generative modeling while capturing hidden structure. We recast maximum-likelihood…
The expectation-maximization (EM) algorithm introduced by Dempster et al in 1977 is a very general method to solve maximum likelihood estimation problems. In this informal report, we review the theory behind EM as well as a number of EM…
Finite mixture models are powerful tools for modelling and analyzing heterogeneous data. Parameter estimation is typically carried out using maximum likelihood estimation via the Expectation-Maximization (EM) algorithm. Recently, the…
A growing number of applications in particle physics and beyond use neural networks as unbinned likelihood ratio estimators applied to real or simulated data. Precision requirements on the inference tasks demand a high-level of stability…
Statistical properties of a local fluctuational fluxes measured at the plasma edge are investigated in the work. It's shown that the amplitudes increments of the local fluctuational fluxes decrease by power law. For approximation of…
In this paper, we address the identification problem for the systems characterized by linear time-invariant dynamics with bilinear observation models. More precisely, we consider a suitable parametric description of the system and formulate…
In this paper, we address the issue of model specification in probabilistic latent variable models (PLVMs) using an infinite-horizon optimal control approach. Traditional PLVMs rely on joint distributions to model complex data, but…
We develop a nested EM routine for latent class models with covariates which allows maximization of the full-model log-likelihood and, differently from current methods, guarantees monotone log-likelihood sequences along with improved…
This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…
Lagrangian Particle Tracking (LPT) enables practitioners to study various concepts in turbulence by measuring particle positions in flows of interest. This data is subject to measurement errors, and filtering techniques are applied to…
Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…