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Strongly log-concave (SLC) distributions are a rich class of discrete probability distributions over subsets of some ground set. They are strictly more general than strongly Rayleigh (SR) distributions such as the well-known determinantal…

Machine Learning · Computer Science 2019-06-14 Joshua Robinson , Suvrit Sra , Stefanie Jegelka

This paper deals with the estimation of the unknown distribution of hidden random variables from the observation of pairwise comparisons between these variables. This problem is inspired by recent developments on Bradley-Terry models in…

Statistics Theory · Mathematics 2018-08-27 Sylvain Le Corff , Matthieu Lerasle , Elodie Vernet

We study the problem of maximum likelihood estimation of densities that are log-concave and lie in the graphical model corresponding to a given undirected graph $G$. We show that the maximum likelihood estimate (MLE) is the product of the…

Statistics Theory · Mathematics 2025-12-02 Kaie Kubjas , Olga Kuznetsova , Elina Robeva , Pardis Semnani , Luca Sodomaco

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…

Methodology · Statistics 2021-11-23 Edwin Fong , Chris Holmes , Stephen G. Walker

We present a new approach for inference about a log-concave distribution: Instead of using the method of maximum likelihood, we propose to incorporate the log-concavity constraint in an appropriate nonparametric confidence set for the cdf…

Statistics Theory · Mathematics 2022-05-10 Guenther Walther , Alnur Ali , Xinyue Shen , Stephen Boyd

The use of continuous probability distributions has been widespread in problems with purely discrete nature. In general, such distributions are not appropriate in this scenario. In this paper, we introduce a class of discrete and asymmetric…

Methodology · Statistics 2020-05-21 Helton Saulo , Roberto Vila , Leonardo Paiva , Narayanaswamy Balakrishnan

Modern cosmological analyses constrain physical parameters using Markov Chain Monte Carlo (MCMC) or similar sampling techniques. Oftentimes, these techniques are computationally expensive to run and require up to thousands of CPU hours to…

Cosmology and Nongalactic Astrophysics · Physics 2019-09-25 Thomas McClintock , Eduardo Rozo

Dirichlet-multinomial (DMN) distribution is commonly used to model over-dispersion in count data. Precise and fast numerical computation of the DMN log-likelihood function is important for performing statistical inference using this…

Machine Learning · Statistics 2020-07-24 Djallel Bouneffouf

Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2016-05-03 Tiangang Cui , Kody J. H. Law , Youssef M. Marzouk

By formulating the inverse problem of partial differential equations (PDEs) as a statistical inference problem, the Bayesian approach provides a general framework for quantifying uncertainties. In the inverse problem of PDEs, parameters are…

Numerical Analysis · Mathematics 2026-02-10 Haoyu Lu , Junxiong Jia , Deyu Meng

Mixture models are regularly used in density estimation applications, but the problem of estimating the mixing distribution remains a challenge. Nonparametric maximum likelihood produce estimates of the mixing distribution that are…

Computation · Statistics 2019-06-28 Minwoo Chae , Ryan Martin , Stephen G. Walker

Composite likelihood estimation has an important role in the analysis of multivariate data for which the full likelihood function is intractable. An important issue in composite likelihood inference is the choice of the weights associated…

Methodology · Statistics 2015-12-15 Davide Ferrari , Chao Zheng

We present the determination of a set of parton distributions of the nucleon, at next-to-leading order, from a global set of deep-inelastic scattering data: NNPDF1.0. The determination is based on a Monte Carlo approach, with neural…

High Energy Physics - Phenomenology · Physics 2010-05-12 Richard D. Ball , Luigi Del Debbio , Stefano Forte , Alberto Guffanti , Jose I. Latorre , Andrea Piccione , Juan Rojo , Maria Ubiali

Log-concave distributions are an attractive choice for modeling and inference, for several reasons: The class of log-concave distributions contains most of the commonly used parametric distributions and thus is a rich and flexible…

Methodology · Statistics 2010-10-05 Guenther Walther

Density Ratio Estimation has attracted attention from the machine learning community due to its ability to compare the underlying distributions of two datasets. However, in some applications, we want to compare distributions of random…

Machine Learning · Statistics 2020-06-26 Song Liu , Yulong Zhang , Mingxuan Yi , Mladen Kolar

A Bayesian nonparametric method for unimodal densities on the real line is provided by considering a class of species sampling mixture models containing random densities that are unimodal and not necessarily symmetric. This class of…

Statistics Theory · Mathematics 2007-06-13 Man-Wai Ho

Uncertainty quantification for full-waveform inversion provides a probabilistic characterization of the ill-conditioning of the problem, comprising the sensitivity of the solution with respect to the starting model and data noise. This…

Geophysics · Physics 2020-04-20 Gabrio Rizzuti , Ali Siahkoohi , Philipp A. Witte , Felix J. Herrmann

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

Methodology · Statistics 2018-08-13 Daniel W. Heck , Antony M. Overstall , Quentin F. Gronau , Eric-Jan Wagenmakers

We study the nonparametric maximum likelihood estimator (NPMLE) for Gaussian and Poisson mixture models, assuming the support of the true mixing distribution lies in a fixed bounded set. In this setting, we establish exact parametric rates…

Statistics Theory · Mathematics 2026-04-15 Yan Zhang , Stanislav Volgushev