Related papers: Normalized Likelihood Criteria for Model Selection…
Translating machine learning algorithms into clinical applications requires addressing challenges related to interpretability, such as accounting for the effect of confounding variables (or metadata). Confounding variables affect the…
The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…
Consider the nonparametric logistic regression problem. In the logistic regression, we usually consider the maximum likelihood estimator, and the excess risk is the expectation of the Kullback-Leibler (KL) divergence between the true and…
Maximum regularized likelihood estimators (MRLEs) are arguably the most established class of estimators in high-dimensional statistics. In this paper, we derive guarantees for MRLEs in Kullback-Leibler divergence, a general measure of…
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…
Classical penalized likelihood regression problems deal with the case that the independent variables data are known exactly. In practice, however, it is common to observe data with incomplete covariate information. We are concerned with a…
Constrained machine learning enables fairness-aware training, physics-informed neural networks, and integration of symbolic domain knowledge into statistical models. Despite its practical importance, no general method exists for the…
We systematically explore regularizing neural networks by penalizing low entropy output distributions. We show that penalizing low entropy output distributions, which has been shown to improve exploration in reinforcement learning, acts as…
Characterizing large-scale organization in networks, including multilayer networks, is one of the most prominent topics in network science and is important for many applications. One type of mesoscale feature is community structure, in…
The stochastic block model (SBM) is an important generative model for random graphs in network science and machine learning, useful for benchmarking community detection (or clustering) algorithms. The symmetric SBM generates a graph with…
The matrix completion problem consists in reconstructing a matrix from a sample of entries, possibly observed with noise. A popular class of estimator, known as nuclear norm penalized estimators, are based on minimizing the sum of a data…
We consider the problem of community detection in the Stochastic Block Model with a finite number $K$ of communities of sizes linearly growing with the network size $n$. This model consists in a random graph such that each pair of vertices…
The MDL two-part coding $ \textit{index of resolvability} $ provides a finite-sample upper bound on the statistical risk of penalized likelihood estimators over countable models. However, the bound does not apply to unpenalized maximum…
Community detection seeks to recover mesoscopic structure from network data that may be binary, count-valued, signed, directed, weighted, or multilayer. The stochastic block model (SBM) explains such structure by positing a latent partition…
Anomaly estimation, or the problem of finding a subset of a dataset that differs from the rest of the dataset, is a classic problem in machine learning and data mining. In both theoretical work and in applications, the anomaly is assumed to…
In this paper, we address the problem of simultaneous classification and estimation of hidden parameters in a sensor network with communications constraints. In particular, we consider a network of noisy sensors which measure a common…
We derive asymptotic properties of penalized estimators for singular models for which identifiability may break and the true parameter values can lie on the boundary of the parameter space. Selection consistency of the estimators is also…
This paper investigates the partial linear model by Least Absolute Deviation (LAD) regression. We parameterize the nonparametric term using Deep Neural Networks (DNNs) and formulate a penalized LAD problem for estimation. Specifically, our…
Community structure is common in many real networks, with nodes clustered in groups sharing the same connections patterns. While many community detection methods have been developed for networks with binary edges, few of them are applicable…
Penalized likelihood methods are fundamental to ultra-high dimensional variable selection. How high dimensionality such methods can handle remains largely unknown. In this paper, we show that in the context of generalized linear models,…