Related papers: Learning Likelihood Ratios with Neural Network Cla…
Likelihood ratios are used for a variety of applications in particle physics data analysis, including parameter estimation, unfolding, and anomaly detection. When the data are high-dimensional, neural networks provide an effective tools for…
Various problems in Engineering and Statistics require the computation of the likelihood ratio function of two probability densities. In classical approaches the two densities are assumed known or to belong to some known parametric family.…
Efficient and biologically plausible alternatives to backpropagation in neural network training remain a challenge due to issues such as high computational complexity and additional assumptions about neural networks, which limit scalability…
The design of optimal test statistics is a key task in frequentist statistics and for a number of scenarios optimal test statistics such as the profile-likelihood ratio are known. By turning this argument around we can find the profile…
Motivated by real-world situations found in high energy particle physics, we consider a generalisation of the likelihood-ratio estimation task to a quasiprobabilistic setting where probability densities can be negative. By extension, this…
Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…
In many fields of science, generalized likelihood ratio tests are established tools for statistical inference. At the same time, it has become increasingly common that a simulator (or generative model) is used to describe complex processes…
Likelihood functions are ubiquitous in data analyses at the LHC and elsewhere in particle physics. Partly because "probability" and "likelihood" are virtual synonyms in everyday English, but crucially distinct in data analysis, there is…
This work explores maximum likelihood optimization of neural networks through hypernetworks. A hypernetwork initializes the weights of another network, which in turn can be employed for typical functional tasks such as regression and…
Statistical prediction plays an important role in many decision processes such as university budgeting (depending on the number of students who will enroll), capital budgeting (depending on the remaining lifetime of a fleet of systems), the…
This paper introduces a first implementation of a novel likelihood-ratio-based approach for constructing confidence intervals for neural networks. Our method, called DeepLR, offers several qualitative advantages: most notably, the ability…
In this work, we propose a generalized likelihood ratio method capable of training the artificial neural networks with some biological brain-like mechanisms,.e.g., (a) learning by the loss value, (b) learning via neurons with discontinuous…
When presenting forensic evidence, such as a DNA match, experts often use the Likelihood ratio (LR) to explain the impact of evidence . The LR measures the probative value of the evidence with respect to a single hypothesis such as 'DNA…
In spatial statistics, fast and accurate parameter estimation, coupled with a reliable means of uncertainty quantification, can be challenging when fitting a spatial process to real-world data because the likelihood function might be slow…
Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used to estimate gradients of expectations throughout machine learning and reinforcement learning; however, they are usually explained as simple mathematical tricks,…
This is an up-to-date introduction to, and overview of, marginal likelihood computation for model selection and hypothesis testing. Computing normalizing constants of probability models (or ratio of constants) is a fundamental issue in many…
There has been an ever-increasing interest in multidisciplinary research on representing and reasoning with imperfect data. Possibilistic networks present one of the powerful frameworks of interest for representing uncertain and imprecise…
Quantification is well known to be a major obstacle in the construction of a probabilistic network, especially when relying on human experts for this purpose. The construction of a qualitative probabilistic network has been proposed as an…
Stochastic processes defined on integer valued state spaces are popular within the physical and biological sciences. These models are necessary for capturing the dynamics of small systems where the individual nature of the populations…
In many real-world applications of machine learning classifiers, it is essential to predict the probability of an example belonging to a particular class. This paper proposes a simple technique for predicting probabilities based on…