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Ensemble methods are among the state-of-the-art predictive modeling approaches. Applied to modern big data, these methods often require a large number of sub-learners, where the complexity of each learner typically grows with the size of…

Machine Learning · Computer Science 2018-10-29 Amichai Painsky , Saharon Rosset

We consider nonparametric maximum-likelihood estimation of a log-concave density in case of interval-censored, right-censored and binned data. We allow for the possibility of a subprobability density with an additional mass at $+\infty$,…

Methodology · Statistics 2014-08-15 Lutz Duembgen , Kaspar Rufibach , Dominic Schuhmacher

We provide the first global optimization landscape analysis of $Neural\;Collapse$ -- an intriguing empirical phenomenon that arises in the last-layer classifiers and features of neural networks during the terminal phase of training. As…

Machine Learning · Computer Science 2021-05-07 Zhihui Zhu , Tianyu Ding , Jinxin Zhou , Xiao Li , Chong You , Jeremias Sulam , Qing Qu

The behavior of maximum likelihood estimates (MLEs) and the likelihood ratio statistic in a family of problems involving pointwise nonparametric estimation of a monotone function is studied. This class of problems differs radically from the…

Statistics Theory · Mathematics 2009-09-29 Moulinath Banerjee

Maximum Likelihood Estimation (MLE) is the bread and butter of system inference for stochastic systems. In some generality, MLE will converge to the correct model in the infinite data limit. In the context of physical approaches to system…

Machine Learning · Statistics 2020-03-11 Junghyo Jo , Danh-Tai Hoang , Vipul Periwal

The rates at which individuals memorize and forget environmental information strongly influence their movement paths and long-term space use. To understand how these cognitive time scales shape population-level patterns, we propose and…

Analysis of PDEs · Mathematics 2026-02-19 Kyung-Han Choi , Thomas Hillen

Stochastic models of evolution (Markov random fields on trivalent trees) generally assume that different characters (different runs of the stochastic process) are independent and identically distributed. In this paper we take the first…

Populations and Evolution · Quantitative Biology 2014-10-28 Deeparnab Chakrabarty , Sampath Kannan , Kevin Tian

We study nonparametric maximum likelihood estimation of a log-concave probability density and its distribution and hazard function. Some general properties of these estimators are derived from two characterizations. It is shown that the…

Statistics Theory · Mathematics 2023-04-17 Lutz Duembgen , Kaspar Rufibach

Inference is typically intractable in high-treewidth undirected graphical models, making maximum likelihood learning a challenge. One way to overcome this is to restrict parameters to a tractable set, most typically the set of…

Machine Learning · Computer Science 2015-11-02 Justin Domke

While optimizing convex objective (loss) functions has been a powerhouse for machine learning for at least two decades, non-convex loss functions have attracted fast growing interests recently, due to many desirable properties such as…

Machine Learning · Statistics 2018-02-14 Chao Qu , Yan Li , Huan Xu

Maximum likelihood estimation problems are, in general, intractable optimization problems. As a result, it is common to approximate the maximum likelihood estimator (MLE) using convex relaxations. In some cases, the relaxation is tight: it…

Optimization and Control · Mathematics 2016-08-15 Afonso S. Bandeira , Nicolas Boumal , Amit Singer

Combining discrete probability distributions and combinatorial optimization problems with neural network components has numerous applications but poses several challenges. We propose Implicit Maximum Likelihood Estimation (I-MLE), a…

Machine Learning · Computer Science 2021-10-28 Mathias Niepert , Pasquale Minervini , Luca Franceschi

Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements…

Methodology · Statistics 2014-09-29 Jiantao Jiao , Kartik Venkat , Yanjun Han , Tsachy Weissman

In this work we analyse quantitatively the interplay between the loss landscape and performance of descent algorithms in a prototypical inference problem, the spiked matrix-tensor model. We study a loss function that is the negative…

Machine Learning · Computer Science 2020-01-22 Stefano Sarao Mannelli , Florent Krzakala , Pierfrancesco Urbani , Lenka Zdeborová

Optimization methods play a crucial role in modern machine learning, powering the remarkable empirical achievements of deep learning models. These successes are even more remarkable given the complex non-convex nature of the loss landscape…

Machine Learning · Computer Science 2024-10-28 Rustem Islamov , Niccolò Ajroldi , Antonio Orvieto , Aurelien Lucchi

A novel computational approach to log-concave density estimation is proposed. Previous approaches utilize the piecewise-affine parametrization of the density induced by the given sample set. The number of parameters as well as non-smooth…

Computation · Statistics 2019-02-21 Fabian Rathke , Christoph Schnörr

The log-concave maximum likelihood estimator of a density on the real line based on a sample of size $n$ is known to attain the minimax optimal rate of convergence of $O(n^{-4/5})$ with respect to, e.g., squared Hellinger distance. In this…

Statistics Theory · Mathematics 2016-09-06 Arlene K. H. Kim , Adityanand Guntuboyina , Richard J. Samworth

Linear Mode Connectivity (LMC) refers to the phenomenon that performance remains consistent for linearly interpolated models in the parameter space. For independently optimized model pairs from different random initializations, achieving…

Machine Learning · Computer Science 2025-02-17 Ryuichi Kanoh , Mahito Sugiyama

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

Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…

Statistics Theory · Mathematics 2019-12-10 Niels Lundtorp Olsen
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