Related papers: Likelihood-Free Inference via Structured Score Mat…
Mixtures of shifted asymmetric Laplace distributions were introduced as a tool for model-based clustering that allowed for the direct parameterization of skewness in addition to location and scale. Following common practices, an…
This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…
One of the most common methods for statistical inference is the maximum likelihood estimator (MLE). The MLE needs to compute the normalization constant in statistical models, and it is often intractable. Using unnormalized statistical…
This paper aims to develop an effective model-free inference procedure for high-dimensional data. We first reformulate the hypothesis testing problem via sufficient dimension reduction framework. With the aid of new reformulation, we…
We consider the problem of quantitatively evaluating missing value imputation algorithms. Given a dataset with missing values and a choice of several imputation algorithms to fill them in, there is currently no principled way to rank the…
Likelihood-based inference, central in modern particle physics data analysis requires the extensive evaluation of a likelihood function that depends on set of parameters defined by the statistical model under consideration. If an analytical…
This paper studies the problem of distributed classification with a network of heterogeneous agents. The agents seek to jointly identify the underlying target class that best describes a sequence of observations. The problem is first…
Human decision-makers often receive assistance from data-driven algorithmic systems that provide a score for evaluating objects, including individuals. The scores are generated by a function (mechanism) that takes a set of features as input…
Given the prevalence of missing data in modern statistical research, a broad range of methods is available for any given imputation task. How does one choose the `best' imputation method in a given application? The standard approach is to…
Graphical models are widely used to model stochastic dependences among large collections of variables. We introduce a new method of estimating undirected conditional independence graphs based on the score matching loss, introduced by…
When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…
Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…
We study the problem of estimating the score function using both implicit score matching and denoising score matching. Assuming that the data distribution exhibiting a low-dimensional structure, we prove that implicit score matching is able…
Pre-trained machine learning (ML) predictions have been increasingly used to complement incomplete data to enable downstream scientific inquiries, but their naive integration risks biased inferences. Recently, multiple methods have been…
This paper discusses a general framework for smoothing parameter estimation for models with regular likelihoods constructed in terms of unknown smooth functions of covariates. Gaussian random effects and parametric terms may also be…
We propose a unified framework for likelihood-based regression modeling when the response variable has finite support. Our work is motivated by the fact that, in practice, observed data are discrete and bounded. The proposed methods assume…
Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…
We propose a score-based generative algorithm for sampling from power-scaled priors and likelihoods within the Bayesian inference framework. Our algorithm enables flexible control over prior-likelihood influence without requiring retraining…
Fisher's likelihood is widely used for statistical inference for fixed unknowns. This paper aims to extend two important likelihood-based methods, namely the maximum likelihood procedure for point estimation and the confidence procedure for…
Optimal propensity score matching has emerged as one of the most ubiquitous approaches for causal inference studies on observational data; However, outstanding critiques of the statistical properties of propensity score matching have cast…