Related papers: Maximum Likelihood Learning of Unnormalized Models…
We study the class of state-space models and perform maximum likelihood estimation for the model parameters. We consider a stochastic approximation expectation-maximization (SAEM) algorithm to maximize the likelihood function with the…
It is now widely accepted that knowledge can be acquired from networks by clustering their vertices according to connection profiles. Many methods have been proposed and in this paper we concentrate on the Stochastic Block Model (SBM). The…
Simulation-Based Inference (SBI) deals with statistical inference in problems where the data are generated from a system that is described by a complex stochastic simulator. The challenge for inference in these problems is that the…
Human microbiome studies based on genetic sequencing techniques produce compositional longitudinal data of the relative abundances of microbial taxa over time, allowing to understand, through mixed-effects modeling, how microbial…
In this paper, we present the first systematic comparison of Data Assimilation (DA) and Likelihood-Based Inference (LBI) in the context of an Agent-Based Model (ABM). These models generate observable time series driven by evolving,…
Simulation-based inference (SBI) enables amortized Bayesian inference by first training a neural posterior estimator (NPE) on prior-simulator pairs, typically through low-dimensional summary statistics, which can then be cheaply reused for…
Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…
We reinterpret the final Large Language Model (LLM) softmax classifier as an Energy-Based Model (EBM), decomposing the sequence-to-sequence probability chain into multiple interacting EBMs at inference. This principled approach allows us to…
This dissertation presents several new methods of supervised and unsupervised learning of word sense disambiguation models. The supervised methods focus on performing model searches through a space of probabilistic models, and the…
The simulation cost for cosmological simulation-based inference can be decreased by combining simulation sets of varying fidelity. We propose an approach to such multi-fidelity inference based on feature matching and knowledge distillation.…
This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…
Conventional saliency prediction models typically learn a deterministic mapping from an image to its saliency map, and thus fail to explain the subjective nature of human attention. In this paper, to model the uncertainty of visual…
Bayesian Likelihood-Free Inference (LFI) approaches allow to obtain posterior distributions for stochastic models with intractable likelihood, by relying on model simulations. In Approximate Bayesian Computation (ABC), a popular LFI method,…
The frequentist method of simulated minimum distance (SMD) is widely used in economics to estimate complex models with an intractable likelihood. In other disciplines, a Bayesian approach known as Approximate Bayesian Computation (ABC) is…
Machine Learning is becoming more prevalent in science and engineering, but many approaches do not provide meaningful uncertainty estimates and predictions may also violate known physical knowledge. We propose a Bayesian framework to embed…
Energy-based models (EBMs) provide a powerful and flexible way of learning a joint probability distribution over data by constructing an energy surface. This energy surface enables insight extraction and conditional sampling. We apply EBMs…
Approaches based on generative adversarial networks for imitation learning are promising because they are sample efficient in terms of expert demonstrations. However, training a generator requires many interactions with the actual…
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…
Probabilistic and set-based methods are two approaches for model invalidation, parameter and state estimation. Both classes of methods use different types of data, i.e. deterministic or probabilistic data, which allow different statements…
The Laser Interferometer Space Antenna (LISA) data stream will inevitably contain gaps due to maintenance and environmental disturbances, introducing nonstationarities and spectral leakage that compromise standard frequency-domain…