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Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems. ABC methods suffer from inefficient…
Causal effect estimation is important for many tasks in the natural and social sciences. We design algorithms for the continuous partial identification problem: bounding the effects of multivariate, continuous treatments when unmeasured…
Stochastic Differential Equations (SDEs) are used as statistical models in many disciplines. However, intractable likelihood functions for SDEs make inference challenging, and we need to resort to simulation-based techniques to estimate and…
We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…
In this paper, we study a generalization of the two-groups model in the presence of covariates --- a problem that has recently received much attention in the statistical literature due to its applicability in multiple hypotheses testing…
Influence maximization (IM) is one of the most important problems in social network analysis. Its objective is to find a given number of seed nodes that maximize the spread of information through a social network. Since it is an NP-hard…
We explore a method of statistical estimation called Maximum Entropy on the Mean (MEM) which is based on an information-driven criterion that quantifies the compliance of a given point with a reference prior probability measure. At the core…
Monte Carlo Exploring Starts (MCES), which aims to learn the optimal policy using only sample returns, is a simple and natural algorithm in reinforcement learning which has been shown to converge under various conditions. However, the…
Jump Markov linear models consists of a finite number of linear state space models and a discrete variable encoding the jumps (or switches) between the different linear models. Identifying jump Markov linear models makes for a challenging…
Regression analysis with missing data is a long-standing and challenging problem, particularly when there are many missing variables with arbitrary missing patterns. Likelihood-based methods, although theoretically appealing, are often…
Maximum likelihood estimation is a popular method in statistical inference. As a way of assessing the accuracy of the maximum likelihood estimate (MLE), the calculation of the covariance matrix of the MLE is of great interest in practice.…
Nowadays, the confidentiality of data and information is of great importance for many companies and organizations. For this reason, they may prefer not to release exact data, but instead to grant researchers access to approximate data. For…
This paper addresses a data detection problem for multiple-input multiple-output (MIMO) communication systems with hardware impairments. To facilitate maximum likelihood (ML) data detection without knowledge of nonlinear and unknown…
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…
Robust decision making involves making decisions in the presence of uncertainty and is often used in critical domains such as healthcare, supply chains, and finance. Causality plays a crucial role in decision-making as it predicts the…
Time series data are often corrupted by outliers or other kinds of anomalies. Identifying the anomalous points can be a goal on its own (anomaly detection), or a means to improving performance of other time series tasks (e.g. forecasting).…
Identifying and characterizing relationships between treatments, exposures, or other covariates and time-to-event outcomes has great significance in a wide range of biomedical settings. In research areas such as multi-center clinical…
With the developed "extended Monte Calro" (EMC) algorithm, we have studied the depinning transition in Ising-type lattice models by extensive numerical simulations, taking the random-field Ising model with a driving field and the driven…
The Expectation--Maximization Maximum Likelihood (EMML) algorithm belongs to the Expectation--Maximization family and is widely used for image reconstruction problems under Poisson noise.In this paper, we reinterpret EMML as a mirror…
Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…