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We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters.…

Methodology · Statistics 2026-02-10 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Jonathan Weare

This paper defines a Maximum Likelihood Estimator (MLE) for the admittance matrix estimation of distribution grids, utilising voltage magnitude and power measurements collected only from common, unsychronised measuring devices (Smart…

Systems and Control · Electrical Eng. & Systems 2022-10-06 Lisa Laurent , Jean-Sébastien Brouillon , Giancarlo Ferrari-Trecate

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…

Methodology · Statistics 2025-08-05 Longwen Shang , Min Tsao , Xuekui Zhang

Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…

Methodology · Statistics 2020-08-14 Ping Zhou , Zhen Yu , Jingyi Ma , Maozai Tian , Ye Fan

A major line of contemporary research on complex networks is based on the development of statistical models that specify the local motifs associated with macro-structural properties observed in actual networks. This statistical approach…

Methodology · Statistics 2018-08-02 Maksym Byshkin , Alex Stivala , Antonietta Mira , Garry Robins , Alessandro Lomi

Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…

Machine Learning · Computer Science 2022-06-08 Giulio Isacchini , Natanael Spisak , Armita Nourmohammad , Thierry Mora , Aleksandra M. Walczak

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…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

Maximum likelihood estimation (MLE) is a statistical method used to estimate the parameters of a probability distribution that best explain the observed data. In the context of text generation, MLE is often used to train generative language…

Computation and Language · Computer Science 2023-10-27 Chenze Shao , Zhengrui Ma , Min Zhang , Yang Feng

Mixture distributions with dynamic weights are an efficient way of modeling loss data characterized by heavy tails. However, maximum likelihood estimation of this family of models is difficult, mostly because of the need to evaluate…

Methodology · Statistics 2023-04-11 Marco Bee

We can directly sample from the conditional distribution of any log-affine model. The algorithm is a Markov chain on a bounded integer lattice, and its transition probability is the ratio of the UMVUE (uniformly minimum variance unbiased…

Statistics Theory · Mathematics 2025-11-26 Shuhei Mano

Recently there has been a surge of interest in designing graph embedding methods. Few, if any, can scale to a large-sized graph with millions of nodes due to both computational complexity and memory requirements. In this paper, we relax…

Artificial Intelligence · Computer Science 2020-08-17 Jiongqian Liang , Saket Gurukar , Srinivasan Parthasarathy

In practice, there often exist unobserved variables, also termed hidden variables, associated with both the response and covariates. Existing works in the literature mostly focus on linear regression with hidden variables. However, when the…

Methodology · Statistics 2025-09-03 Inbeom Lee , Yang Ning

The expectation-maximization (EM) algorithm is an iterative computational method to calculate the maximum likelihood estimators (MLEs) from the sample data. It converts a complicated one-time calculation for the MLE of the incomplete data…

Computation · Statistics 2016-08-08 Lingyao Meng

Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…

Methodology · Statistics 2014-06-03 Iván Díaz , Michael Rosenblum

There have been many applications of deep neural networks to detector calibrations and a growing number of studies that propose deep generative models as automated fast detector simulators. We show that these two tasks can be unified by…

High Energy Physics - Phenomenology · Physics 2025-04-14 Haoxing Du , Claudius Krause , Vinicius Mikuni , Benjamin Nachman , Ian Pang , David Shih

In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…

Methodology · Statistics 2022-12-12 Dietmar Bauer , Sebastian Büscher , Manuel Batram

Continual semantic segmentation requires models to adapt to new domains or modalities without sacrificing performance on previously learned tasks. Expert-based learning, in which task-specific modules specialize in different domains, has…

Computer Vision and Pattern Recognition · Computer Science 2026-05-06 Shishir Muralidhara , Didier Stricker , René Schuster

Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent…

Methodology · Statistics 2021-07-12 Yuqi Gu , Gongjun Xu

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

Distributed learning of probabilistic models from multiple data repositories with minimum communication is increasingly important. We study a simple communication-efficient learning framework that first calculates the local maximum…

Machine Learning · Statistics 2014-10-13 Qiang Liu , Alexander Ihler