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We consider the problem of sampling a multimodal distribution with a Markov chain given a small number of samples from the stationary measure. Although mixing can be arbitrarily slow, we show that if the Markov chain has a $k$th order…

Machine Learning · Computer Science 2024-11-15 Frederic Koehler , Holden Lee , Thuy-Duong Vuong

Generative models offer a direct way of modeling complex data. Energy-based models attempt to encode the statistical correlations observed in the data at the level of the Boltzmann weight associated with an energy function in the form of a…

Disordered Systems and Neural Networks · Physics 2024-04-10 Aurélien Decelle , Cyril Furtlehner , Alfonso De Jesus Navas Gómez , Beatriz Seoane

Recently, there has been considerable progress on designing algorithms with provable guarantees -- typically using linear algebraic methods -- for parameter learning in latent variable models. But designing provable algorithms for inference…

Machine Learning · Computer Science 2016-05-30 Sanjeev Arora , Rong Ge , Frederic Koehler , Tengyu Ma , Ankur Moitra

How can we learn generative models to sample data with arbitrary logical compositions of statistically independent attributes? The prevailing solution is to sample from distributions expressed as a composition of attributes' conditional…

Machine Learning · Computer Science 2025-03-04 Sachit Gaudi , Gautam Sreekumar , Vishnu Boddeti

This thesis studies two problems in modern statistics. First, we study selective inference, or inference for hypothesis that are chosen after looking at the data. The motiving application is inference for regression coefficients selected by…

Machine Learning · Statistics 2015-07-02 Jason D. Lee

The problem of statistical learning is to construct a predictor of a random variable $Y$ as a function of a related random variable $X$ on the basis of an i.i.d. training sample from the joint distribution of $(X,Y)$. Allowable predictors…

Information Theory · Computer Science 2016-11-15 Maxim Raginsky

Exploration is a fundamental problem in robotics. While sampling-based planners have shown high performance, they are oftentimes compute intensive and can exhibit high variance. To this end, we propose to directly learn the underlying…

Robotics · Computer Science 2022-07-15 Lukas Schmid , Chao Ni , Yuliang Zhong , Roland Siegwart , Olov Andersson

We introduce a variational algorithm based on Matrix Product States that is trained by minimizing a generalized free energy defined using Tsallis entropy instead of the standard Gibbs entropy. As a result, our model can generate the…

Statistical Mechanics · Physics 2024-09-16 Pablo Díez-Valle , Fernando Martínez-García , Juan José García-Ripoll , Diego Porras

Many machine learning tasks, such as learning with invariance and policy evaluation in reinforcement learning, can be characterized as problems of learning from conditional distributions. In such problems, each sample $x$ itself is…

Machine Learning · Computer Science 2017-01-03 Bo Dai , Niao He , Yunpeng Pan , Byron Boots , Le Song

I consider the problem of deriving couplings of a statistical model from measured correlations, a task which generalizes the well-known inverse Ising problem. After reminding that such problem can be mapped on the one of expressing the…

Statistical Mechanics · Physics 2013-10-09 Iacopo Mastromatteo

When dealing with datasets containing a billion instances or with simulations that require a supercomputer to execute, computational resources become part of the equation. We can improve the efficiency of learning and inference by…

Machine Learning · Computer Science 2014-03-06 Max Welling

The problem of statistical learning is to construct an accurate predictor of a random variable as a function of a correlated random variable on the basis of an i.i.d. training sample from their joint distribution. Allowable predictors are…

Information Theory · Computer Science 2009-04-30 Maxim Raginsky

We propose a new algorithm for inferring the state of hidden spins and reconstructing the connections in a synchronous kinetic Ising model, given the observed history. Focusing on the case in which the hidden spins are conditionally…

Disordered Systems and Neural Networks · Physics 2015-06-11 Claudia Battistin , John Hertz , Joanna Tyrcha , Yasser Roudi

We study inference and reconstruction of couplings in a partially observed kinetic Ising model. With hidden spins, calculating the likelihood of a sequence of observed spin configurations requires performing a trace over the configurations…

Disordered Systems and Neural Networks · Physics 2021-04-13 Benjamin Dunn , Yasser Roudi

We consider the problem of estimating change in the dependency structure between two $p$-dimensional Ising models, based on respectively $n_1$ and $n_2$ samples drawn from the models. The change is assumed to be structured, e.g., sparse,…

Statistics Theory · Mathematics 2016-06-17 Farideh Fazayeli , Arindam Banerjee

The inverse Ising problem seeks to reconstruct the parameters of an Ising Hamiltonian on the basis of spin configurations sampled from the Boltzmann measure. Over the last decade, many applications of the inverse Ising problem have arisen,…

Disordered Systems and Neural Networks · Physics 2017-09-13 Johannes Berg

Identifying model parameters from observed configurations poses a fundamental challenge in data science, especially with limited data. Recently, diffusion models have emerged as a novel paradigm in generative machine learning, capable of…

Data Analysis, Statistics and Probability · Physics 2025-03-14 Yechan Lim , Sangwon Lee , Junghyo Jo

We consider the problem of estimating the graph associated with a binary Ising Markov random field. We describe a method based on $\ell_1$-regularized logistic regression, in which the neighborhood of any given node is estimated by…

Statistics Theory · Mathematics 2010-10-05 Pradeep Ravikumar , Martin J. Wainwright , John D. Lafferty

We consider the problem of learning the causal MAG of a system from observational data in the presence of latent variables and selection bias. Constraint-based methods are one of the main approaches for solving this problem, but the…

Machine Learning · Computer Science 2021-10-26 Sina Akbari , Ehsan Mokhtarian , AmirEmad Ghassami , Negar Kiyavash

We investigate a generic problem of learning pairwise exponential family graphical models with pairwise sufficient statistics defined by a global mapping function, e.g., Mercer kernels. This subclass of pairwise graphical models allow us to…

Machine Learning · Statistics 2013-11-25 Xiao-Tong Yuan , Ping Li , Tong Zhang
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