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Most statistical software packages implement numerical strategies for computation of maximum likelihood estimates in random effects models. Little is known, however, about the algebraic complexity of this problem. For the one-way layout…

Statistics Theory · Mathematics 2013-05-07 Elizabeth Gross , Mathias Drton , Sonja Petrović

We review recent results about the maximal values of the Kullback-Leibler information divergence from statistical models defined by neural networks, including naive Bayes models, restricted Boltzmann machines, deep belief networks, and…

Statistics Theory · Mathematics 2014-06-18 Guido Montufar , Johannes Rauh , Nihat Ay

We consider a generalization of an important class of high-dimensional inference problems, namely spiked symmetric matrix models, often used as probabilistic models for principal component analysis. Such paradigmatic models have recently…

Information Theory · Computer Science 2020-05-19 Jean Barbier , Galen Reeves

This paper investigates maximizers of the information divergence from an exponential family $E$. It is shown that the $rI$-projection of a maximizer $P$ to $E$ is a convex combination of $P$ and a probability measure $P_-$ with disjoint…

Information Theory · Computer Science 2014-06-18 Johannes Rauh

Information divergence that measures the difference between two nonnegative matrices or tensors has found its use in a variety of machine learning problems. Examples are Nonnegative Matrix/Tensor Factorization, Stochastic Neighbor…

Machine Learning · Computer Science 2014-06-06 Onur Dikmen , Zhirong Yang , Erkki Oja

Feature selection is one of the most fundamental problems in machine learning. An extensive body of work on information-theoretic feature selection exists which is based on maximizing mutual information between subsets of features and class…

Machine Learning · Statistics 2016-06-10 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

Maximum likelihood estimation in statistics leads to the problem of maximizing a product of powers of polynomials. We study the algebraic degree of the critical equations of this optimization problem. This degree is related to the number of…

Algebraic Geometry · Mathematics 2007-06-13 Fabrizio Catanese , Serkan Hosten , Amit Khetan , Bernd Sturmfels

Avoiding overfitting is a central challenge in machine learning, yet many large neural networks readily achieve zero training loss. This puzzling contradiction necessitates new approaches to the study of overfitting. Here we quantify…

Information Theory · Computer Science 2022-10-13 Vudtiwat Ngampruetikorn , David J. Schwab

Selecting an optimal subset of features or instances under an information theoretic criterion has become an effective preprocessing strategy for reducing data complexity while preserving essential information. This study investigates two…

Optimization and Control · Mathematics 2025-08-25 Taotao He , Jun Luo , Junkai Zhao

In this paper, we present a local information theoretic approach to explicitly learn probabilistic clustering of a discrete random variable. Our formulation yields a convex maximization problem for which it is NP-hard to find the global…

Machine Learning · Computer Science 2018-10-12 David Qiu , Anuran Makur , Lizhong Zheng

Maximum likelihood estimation (MLE) is a fundamental problem in statistics. Characteristics of the MLE problem for discrete algebraic statistical models are reflected in the geometry of the $\textit{likelihood correspondence}$, a variety…

Statistics Theory · Mathematics 2024-11-19 David Barnhill , John Cobb , Matthew Faust

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-09-14 Ville A. Satopää , Robin Pemantle , Lyle H. Ungar

A fundamental problem arising in many areas of machine learning is the evaluation of the likelihood of a given observation under different nominal distributions. Frequently, these nominal distributions are themselves estimated from data,…

Optimization and Control · Mathematics 2019-10-18 Viet Anh Nguyen , Soroosh Shafieezadeh-Abadeh , Man-Chung Yue , Daniel Kuhn , Wolfram Wiesemann

A hidden Markov model with trends is a hidden Markov model whose emission distributions are translated by a trend that depends on the current hidden state and on the current time. Contrary to standard hidden Markov models, such processes…

Statistics Theory · Mathematics 2021-12-17 Luc Lehéricy , Augustin Touron

Given two point sets in the plane, we study the minimization of the bottleneck distance between a point set B and an equally-sized subset of a point set A under translations. We relate this problem to a Voronoi-type diagram and derive…

Computational Geometry · Computer Science 2014-12-04 Matthias Henze , Rafel Jaume

We develop a new tool, namely polynomial and linear algebraic methods, for studying systems of word equations. We illustrate its usefulness by giving essentially simpler proofs of several hard problems. At the same time we prove extensions…

Combinatorics · Mathematics 2015-02-10 Aleksi Saarela

We consider a variational convex relaxation of a class of optimal partitioning and multiclass labeling problems, which has recently proven quite successful and can be seen as a continuous analogue of Linear Programming (LP) relaxation…

Computer Vision and Pattern Recognition · Computer Science 2011-12-06 Jan Lellmann , Frank Lenzen , Christoph Schnörr

We study the problem of maximum likelihood (ML) estimation for statistical models defined by reflexive polytopes. Our focus is on the maximum likelihood degree of these models as an algebraic measure of complexity of the corresponding…

Statistics Theory · Mathematics 2024-07-24 Carlos Améndola , Janike Oldekop

Consider the problem of constructing an experimental design, optimal for estimating parameters of a given statistical model with respect to a chosen criterion. To address this problem, the literature usually provides a single solution.…

Computation · Statistics 2024-11-05 Radoslav Harman , Lenka Filová , Samuel Rosa

Identification of latent binary sequences from a pool of noisy observations has a wide range of applications in both statistical learning and population genetics. Each observed sequence is the result of passing one of the latent…

Statistics Theory · Mathematics 2018-11-28 Khashayar Gatmiry , Seyed Abolfazl Motahari
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