Related papers: Maximum Likelihood Estimation is All You Need for …
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
Flow Matching (FM) models achieve remarkable results in generative tasks. Building upon diffusion models, FM's simulation-free training paradigm enables simplicity and efficiency but introduces a train-inference gap: model outputs cannot be…
The standard paradigm of neural language generation adopts maximum likelihood estimation (MLE) as the optimizing method. From a distributional view, MLE in fact minimizes the Kullback-Leibler divergence (KLD) between the distribution of the…
In this work, we revisit the estimation of the model parameters of a Weibull distribution based on iid observations, using the maximum likelihood estimation (MLE) method which does not yield closed expressions of the estimators. Among other…
In certain privacy-sensitive scenarios within fields such as clinical trial simulations, federated learning, and distributed learning, researchers often face the challenge of estimating correlations between variables without access to…
In this article, we present the maximum weighted likelihood estimator (MWLE) for robust estimations of heavy-tail finite mixture models (FMM). This is motivated by the complex distributional phenomena of insurance claim severity data, where…
We study the problem of learning multivariate log-concave densities with respect to a global loss function. We obtain the first upper bound on the sample complexity of the maximum likelihood estimator (MLE) for a log-concave density on…
This paper investigates the asymptotic distribution of the maximum-likelihood estimate (MLE) in multinomial logistic models in the high-dimensional regime where dimension and sample size are of the same order. While classical large-sample…
We present a new loss function that addresses the out-of-distribution (OOD) calibration problem. While many objective functions have been proposed to effectively calibrate models in-distribution, our findings show that they do not always…
Recognizing out-of-distribution (OOD) samples is critical for machine learning systems deployed in the open world. The vast majority of OOD detection methods are driven by a single modality (e.g., either vision or language), leaving the…
Out-of-distribution (OOD) robustness is a critical challenge for modern machine learning systems, particularly as they increasingly operate in multimodal settings involving inputs like video, audio, and sensor data. Currently, many OOD…
Deep Metric Learning (DML) aims to find representations suitable for zero-shot transfer to a priori unknown test distributions. However, common evaluation protocols only test a single, fixed data split in which train and test classes are…
Detecting out-of-distribution (OOD) samples is essential when deploying machine learning models in open-world scenarios. Zero-shot OOD detection, requiring no training on in-distribution (ID) data, has been possible with the advent of…
Estimating model parameters is a crucial step in mathematical modelling and typically involves minimizing the disagreement between model predictions and experimental data. This calibration data can change throughout a study, particularly if…
We study nonparametric maximum likelihood estimation of a log-concave density function $f_0$ which is known to satisfy further constraints, where either (a) the mode $m$ of $f_0$ is known, or (b) $f_0$ is known to be symmetric about a fixed…
Despite their advantages, normalizing flows generally suffer from several shortcomings including their tendency to generate unrealistic data (e.g., images) and their failing to detect out-of-distribution data. One reason for these…
We import the algebro-geometric notion of a complete collineation into the study of maximum likelihood estimation in directed Gaussian graphical models. A complete collineation produces a perturbation of sample data, which we call a…
We employ a parameter-free distribution estimation framework where estimators are random distributions and utilize the Kullback-Leibler (KL) divergence as a loss function. Wu and Vos [J. Statist. Plann. Inference 142 (2012) 1525-1536] show…
In finite mixtures of location-scale distributions, if there is no constraint on the parameters then the maximum likelihood estimate does not exist. But when the ratios of the scale parameters are restricted appropriately, the maximum…
Covariate adjustment is an approach to improve the precision of trial analyses by adjusting for baseline variables that are prognostic of the primary endpoint. Motivated by the SEARCH Universal HIV Test-and-Treat Trial (2013-2017), we tell…