Related papers: Direct Amortized Likelihood Ratio Estimation

We study methods for aggregating pairwise comparison data in order to estimate outcome probabilities for future comparisons among a collection of n items. Working within a flexible framework that imposes only a form of strong stochastic…

The normalized maximum likelihood (NML) is a recent penalized likelihood that has properties that justify defining the amount of discrimination information (DI) in the data supporting an alternative hypothesis over a null hypothesis as the…

The aim of survey statistics is to produce estimates with a minimal bias and a corresponding acceptable variance given a specific budget, preferable with a minor response burden for the participants. In recent years, considerable efforts…

Seeking to improve model generalization, we consider a new approach based on distributionally robust learning (DRL) that applies stochastic gradient descent to the outer minimization problem. Our algorithm efficiently estimates the gradient…

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…

Ridge estimator is an alternative to ordinary least square estimator when there is multicollinearity problem. There are many proposed estimators in literature. In this paper, we propose new estimators which are modifications of the…

We present a new approach to automatic amortized inference in universal probabilistic programs which improves performance compared to current methods. Our approach is a variation of inference compilation (IC) which leverages deep neural…

The method of stable random projections is a tool for efficiently computing the $l_\alpha$ distances using low memory, where $0<\alpha \leq 2$ is a tuning parameter. The method boils down to a statistical estimation task and various…

Bayesian Likelihood-Free Inference methods yield posterior approximations for simulator models with intractable likelihood. Recently, many works trained neural networks to approximate either the intractable likelihood or the posterior…

We consider the problem of estimating a parameter associated to a Bayesian inverse problem. Treating the unknown initial condition as a nuisance parameter, typically one must resort to a numerical approximation of gradient of the…

Inference for high-dimensional hidden Markov models is challenging due to the exponential-in-dimension computational cost of calculating the likelihood. To address this issue, we introduce an innovative composite likelihood approach called…

The problem of estimating the number of sources and their angles of arrival from a single antenna array observation has been an active area of research in the signal processing community for the last few decades. When the number of sources…

Maximum simulated likelihood estimation of mixed multinomial logit (MMNL) or probit models requires evaluation of a multidimensional integral. Quasi-Monte Carlo (QMC) methods such as shuffled and scrambled Halton sequences and modified…

The score function estimator is widely used for estimating gradients of stochastic objectives in stochastic computation graphs (SCG), eg, in reinforcement learning and meta-learning. While deriving the first-order gradient estimators by…

We propose an easily computed estimator of marginal likelihoods from posterior simulation output, via reciprocal importance sampling, combining earlier proposals of DiCiccio et al (1997) and Robert and Wraith (2009). This involves only the…

The doubly robust (DR) estimator, which consists of two nuisance parameters, the conditional mean outcome and the logging policy (the probability of choosing an action), is crucial in causal inference. This paper proposes a DR estimator for…

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

Accurate condition monitoring of industrial equipment requires inferring latent degradation parameters from indirect sensor measurements under uncertainty. While traditional Bayesian methods like Markov Chain Monte Carlo (MCMC) provide…

Despite the promise of Neural Posterior Estimation (NPE) methods in astronomy, the adaptation of NPE into the routine inference workflow has been slow. We identify three critical issues: the need for custom featurizer networks tailored to…

We propose a new method, semi-penalized inference with direct false discovery rate control (SPIDR), for variable selection and confidence interval construction in high-dimensional linear regression. SPIDR first uses a semi-penalized…