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This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov…
Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements…
The maximum likelihood threshold (MLT) of a graph $G$ is the minimum number of samples to almost surely guarantee existence of the maximum likelihood estimate in the corresponding Gaussian graphical model. We give a new characterization of…
Several interesting generative learning algorithms involve a complex probability distribution over many random variables, involving intractable normalization constants or latent variable normalization. Some of them may even not have an…
In statistical network analysis, models for binary adjacency matrices satisfying vertex exchangeability are commonly used. However, such models may fail to capture key features of the data-generating process when interactions, rather than…
Neural networks have become a powerful tool as surrogate models to provide numerical solutions for scientific problems with increased computational efficiency. This efficiency can be advantageous for numerically challenging problems where…
Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In…
Inference for the stochastic blockmodel is currently of burgeoning interest in the statistical community, as well as in various application domains as diverse as social networks, citation networks, brain connectivity networks…
Complex networks are now being studied in a wide range of disciplines across science and technology. In this paper we propose a method by which one can probe the properties of experimentally obtained network data. Rather than just measuring…
We consider Bayesian nonparametric inference in the right-censoring survival model, where modeling is made at the level of the hazard rate. We derive posterior limiting distributions for linear functionals of the hazard, and then for `many'…
We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…
The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…
In networked dynamical systems, inferring governing parameters is crucial for predicting nodal dynamics, such as gene expression levels, species abundance, or population density. While many parameter estimation techniques rely on…
A surrogate function is often employed to reduce the number of objective function evaluations for optimization. However, the effect of using a surrogate model in evolutionary approaches has not been theoretically investigated. This paper…
Change-plane regression identifies subpopulations through an interpretable linear threshold rule, but likelihood-based inference for the hard-threshold boundary is nonregular: objectives are non-smooth, the boundary is weakly identified…
Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…
Fast inference of numerical model parameters from data is an important prerequisite to generate predictive models for a wide range of applications. Use of sampling-based approaches such as Markov chain Monte Carlo may become intractable…
Computing the exact likelihood of data in large Bayesian networks consisting of thousands of vertices is often a difficult task. When these models contain many deterministic conditional probability tables and when the observed values are…
Network surveys of key populations at risk for HIV are an essential part of the effort to understand how the epidemic spreads and how it can be prevented. Estimation of population values from the sample data has been probematical, however,…
We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…