Related papers: Robust Maximum Likelihood Updating
This paper concerns the robust regression model when the number of predictors and the number of observations grow in a similar rate. Theory for M-estimators in this regime has been recently developed by several authors [El Karoui et al.,…
In the Retrieval-Augmented Generation (RAG) system, advanced Large Language Models (LLMs) have emerged as effective Query Likelihood Models (QLMs) in an unsupervised way, which re-rank documents based on the probability of generating the…
This paper studies a new and more general axiomatization than one presented previously for preference on likelihood gambles. Likelihood gambles describe actions in a situation where a decision maker knows multiple probabilistic models and a…
This paper considers maximum likelihood (ML) estimation in a large class of models with hidden Markov regimes. We investigate consistency of the ML estimator and local asymptotic normality for the models under general conditions which allow…
Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except for special cases, previous work has…
Prediction becomes more challenging with missing covariates. What method is chosen to handle missingness can greatly affect how models perform. In many real-world problems, the best prediction performance is achieved by models that can…
Motivated by parametric models for which the likelihood is analytically unavailable, numerically unstable, or prohibitively expensive to compute or optimize, we develop a prior- and likelihood-free framework for fully probabilistic…
In real-world tasks, reinforcement learning (RL) agents frequently encounter situations that are not present during training time. To ensure reliable performance, the RL agents need to exhibit robustness against worst-case situations. The…
Recent advances in Large Reasoning Models (LRMs) have shown impressive capabilities in mathematical and logical reasoning. However, current LRMs rarely admit ignorance or respond with "I don't know". Instead, they often produce incorrect…
We propose a novel framework for risk-sensitive reinforcement learning (RSRL) that incorporates robustness against transition uncertainty. We define two distinct yet coupled risk measures: an inner risk measure addressing state and cost…
Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used throughout machine and reinforcement learning; however, they are usually explained as simple mathematical tricks without providing any insight into their nature.…
Recursive Bayesian inference, in which posterior beliefs are updated in light of accumulating data, is a tool for implementing Bayesian models in applications with streaming and/or very large data sets. As the posterior of one iteration…
The Markov Decision Process (MDP) is a popular framework for sequential decision-making problems, and uncertainty quantification is an essential component of it to learn optimal decision-making strategies. In particular, a Bayesian…
Model selection is a cornerstone of statistical inference, where information criteria are widely employed to balance model fit and complexity. However, classical likelihood-based criteria are often highly sensitive to contamination,…
Vision-Language Models in Continual Learning (VLM-CL) aim to continuously adapt to new multimodal tasks while retaining prior knowledge. The emerging paradigm that couples Multimodal Large Language Models (MLLMs) with Reinforcement Learning…
Composite likelihoods are a class of alternatives to the full likelihood which are widely used in many situations in which the likelihood itself is intractable. A composite likelihood may be computed without the need to specify the full…
Likelihood-based inferences have been remarkably successful in wide-spanning application areas. However, even after due diligence in selecting a good model for the data at hand, there is inevitably some amount of model misspecification:…
Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…
We propose a robust variable selection procedure using a divergence based M-estimator combined with a penalty function. It produces robust estimates of the regression parameters and simultaneously selects the important explanatory…
In this article, I investigate the use of Bayesian updating rules applied to modeling social agents in the case of continuos opinions models. Given another agent statement about the continuous value of a variable $x$, we will see that…