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Maximum Likelihood Estimators (MLE) has many good properties. For example, the asymptotic variance of MLE solution attains equality of the asymptotic Cram{\'e}r-Rao lower bound (efficiency bound), which is the minimum possible variance for…

Machine Learning · Statistics 2019-11-05 Song Liu , Takafumi Kanamori , Wittawat Jitkrittum , Yu Chen

Particle physics experiments rely on the (generalised) likelihood ratio test (LRT) for searches and measurements, which consist of composite hypothesis tests. However, this test is not guaranteed to be optimal, as the Neyman-Pearson lemma…

High Energy Physics - Phenomenology · Physics 2025-11-21 James Carzon , Aishik Ghosh , Rafael Izbicki , Ann Lee , Luca Masserano , Daniel Whiteson

The Dark Matter (DM) distribution in dwarf galaxies provides crucial insights into both structure formation and the particle nature of DM. GraphNPE (Graph Neural Posterior Estimator), first introduced in Nguyen et al. (2023), is a novel…

Constant (naive) imputation is still widely used in practice as this is a first easy-to-use technique to deal with missing data. Yet, this simple method could be expected to induce a large bias for prediction purposes, as the imputed input…

Statistics Theory · Mathematics 2024-02-07 Alexis Ayme , Claire Boyer , Aymeric Dieuleveut , Erwan Scornet

The ratio of two probability density functions is a fundamental quantity that appears in many areas of statistics and machine learning, including causal inference, reinforcement learning, covariate shift, outlier detection, independence…

Machine Learning · Statistics 2026-05-13 Oliver J. Hines , Caleb H. Miles

The application of kernel-based Machine Learning (ML) techniques to discrete choice modelling using large datasets often faces challenges due to memory requirements and the considerable number of parameters involved in these models. This…

Machine Learning · Computer Science 2024-12-04 José Ángel Martín-Baos , Ricardo García-Ródenas , Luis Rodriguez-Benitez , Michel Bierlaire

We revisit the classical problem of deriving convergence rates for the maximum likelihood estimator (MLE) in finite mixture models. The Wasserstein distance has become a standard loss function for the analysis of parameter estimation in…

Statistics Theory · Mathematics 2022-06-22 Tudor Manole , Nhat Ho

Functions of the ratio of the densities $p/q$ are widely used in machine learning to quantify the discrepancy between the two distributions $p$ and $q$. For high-dimensional distributions, binary classification-based density ratio…

Machine Learning · Statistics 2023-05-02 Akash Srivastava , Seungwook Han , Kai Xu , Benjamin Rhodes , Michael U. Gutmann

The shift between the training and testing distributions is commonly due to sample selection bias, a type of bias caused by non-random sampling of examples to be included in the training set. Although there are many approaches proposed to…

Machine Learning · Computer Science 2023-05-26 Huy Mai , Wen Huang , Wei Du , Xintao Wu

The problem of monotone missing data has been broadly studied during the last two decades and has many applications in different fields such as bioinformatics or statistics. Commonly used imputation techniques require multiple iterations…

Machine Learning · Computer Science 2020-09-25 Thu Nguyen , Duy H. M. Nguyen , Huy Nguyen , Binh T. Nguyen , Bruce A. Wade

Selecting the optimal resolution for discretizing high-dimensional data is a central problem in physics and data analysis, particularly in unsupervised settings where the underlying distribution is unknown. The Relevance-Resolution…

Statistical Mechanics · Physics 2026-03-06 Margherita Mele , Daniel Campos Moreno , Raffaello Potestio

This paper addresses the challenges in classifying textual data obtained from open online platforms, which are vulnerable to distortion. Most existing classification methods minimize the overall classification error and may yield an…

Methodology · Statistics 2020-09-17 Lucy Xia , Richard Zhao , Yanhui Wu , Xin Tong

Although the standard formulations of prediction problems involve fully-observed and noiseless data drawn in an i.i.d. manner, many applications involve noisy and/or missing data, possibly involving dependence, as well. We study these…

Statistics Theory · Mathematics 2015-03-19 Po-Ling Loh , Martin J. Wainwright

We consider the task of identifying and estimating a parameter of interest in settings where data is missing not at random (MNAR). In general, such parameters are not identified without strong assumptions on the missing data model. In this…

Methodology · Statistics 2024-02-29 Zixiao Wang , AmirEmad Ghassami , Ilya Shpitser

Finite mixture models have been widely used to model and analyze data from a heterogeneous populations. Moreover, data of this kind can be missing or subject to some upper and/or lower detection limits because of the restriction of…

Given $iid$ observations from an unknown absolute continuous distribution defined on some domain $\Omega$, we propose a nonparametric method to learn a piecewise constant function to approximate the underlying probability density function.…

Machine Learning · Statistics 2018-03-13 Dangna Li , Kun Yang , Wing Hung Wong

We consider the classical problem of missing-mass estimation, which deals with estimating the total probability of unseen elements in a sample. The missing-mass estimation problem has various applications in machine learning, statistics,…

Signal Processing · Electrical Eng. & Systems 2022-08-17 Shir Cohen , Tirza Routtenberg , Lang Tong

Classification with rejection emerges as a learning paradigm which allows models to abstain from making predictions. The predominant approach is to alter the supervised learning pipeline by augmenting typical loss functions, letting model…

Machine Learning · Statistics 2025-05-09 Alexander Soen , Hisham Husain , Philip Schulz , Vu Nguyen

We present a sparse representation of model uncertainty for Deep Neural Networks (DNNs) where the parameter posterior is approximated with an inverse formulation of the Multivariate Normal Distribution (MND), also known as the information…

Machine Learning · Computer Science 2020-06-23 Jongseok Lee , Matthias Humt , Jianxiang Feng , Rudolph Triebel

FRAME (Filters, Random fields, And Maximum Entropy) is an energy-based descriptive model that synthesizes visual realism by capturing mutual patterns from structural input signals. The maximum likelihood estimation (MLE) is applied by…

Machine Learning · Computer Science 2019-01-17 Xu Cai , Yang Wu , Guanbin Li , Ziliang Chen , Liang Lin
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