Related papers: Novel Tau-Informed Initialization for Maximum Like…
In this paper, given a user's query set and budget, we aim to use the limited budget to help users assemble a set of datasets that can enrich a base dataset by introducing the maximum number of distinct tuples (i.e., maximizing…
In this paper the properties of the maximum approximate composite marginal likelihood (MaCML) approach to the estimation of multinomial probit models (MNP) proposed by Chandra Bhat and coworkers is investigated in finite samples as well as…
We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…
The $\lambda$-exponential family generalizes the standard exponential family via a generalized convex duality motivated by optimal transport. It is the constant-curvature analogue of the exponential family from the information-geometric…
The marginal likelihood is a well established model selection criterion in Bayesian statistics. It also allows to efficiently calculate the marginal posterior model probabilities that can be used for Bayesian model averaging of quantities…
Discrete flow models (DFMs) have been proposed to learn the data distribution on finite state space, offering a flexible framework as an alternative to discrete diffusion models. A line of recent work has studied samplers for discrete…
Recently, Zhou et al. have proposed a novel Interpolation-based (INTERP) strategy to generate the initial parameters for the Parameterized Quantum Circuit (PQC) in Quantum Approximate Optimization Algorithm (QAOA). INTERP produces the guess…
We consider the problem of computing a positive definite $p \times p$ inverse covariance matrix aka precision matrix $\theta=(\theta_{ij})$ which optimizes a regularized Gaussian maximum likelihood problem, with the elastic-net regularizer…
This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…
We consider the problem of reconstructing rank-one matrices from random linear measurements, a task that appears in a variety of problems in signal processing, statistics, and machine learning. In this paper, we focus on the Alternating…
Gaussian copulas are widely used to estimate multivariate distributions and relationships. We present algorithms for estimating Gaussian copula correlations that ensure differential privacy. We first convert data values into sets of two-way…
In this manuscript, we consider a finite nonparametric mixture model with non-independent marginal density functions. Dependence between the marginal densities is modeled using a copula device. Until recently, no deterministic algorithms…
Linear inverse problems are ubiquitous. Often the measurements do not follow a Gaussian distribution. Additionally, a model matrix with a large condition number can complicate the problem further by making it ill-posed. In this case, the…
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.…
This article extends the literature on copulas with discrete or continuous marginals to the case where some of the marginals are a mixture of discrete and continuous components. We do so by carefully defining the likelihood as the density…
High-probability guarantees in stochastic optimization are often obtained only under strong noise assumptions such as sub-Gaussian tails. We show that such guarantees can also be achieved under the weaker assumption of bounded variance by…
In this paper, we propose two new algorithms for maximum-likelihood estimation (MLE) of high dimensional sparse covariance matrices. Unlike most of the state of-the-art methods, which either use regularization techniques or penalize the…
We present a computationally-efficient strategy to initialise the hyperparameters of a Gaussian process (GP) avoiding the computation of the likelihood function. Our strategy can be used as a pretraining stage to find initial conditions for…
We propose a new highly flexible and tractable Bayesian approach to undertake variable selection in non-Gaussian regression models. It uses a copula decomposition for the joint distribution of observations on the dependent variable. This…
Classical estimators, the cornerstones of statistical inference, face insurmountable challenges when applied to important emerging classes of Archimedean copulas. These models exhibit pathological properties, including numerically unstable…