Related papers: Loop corrections for approximate inference
Graph modification problems with the goal of optimizing some measure of a given node's network position have a rich history in the algorithms literature. Less commonly explored are modification problems with the goal of equalizing…
The method of ``Total Least Squares'' is proposed as a more natural way (than ordinary least squares) to approximate the data if both the matrix and and the right-hand side are contaminated by ``errors''. In this tutorial note, we give a…
We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…
Traditional learning methods for training Markov random fields require doing inference over all variables to compute the likelihood gradient. The iteration complexity for those methods therefore scales with the size of the graphical models.…
A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…
This paper provides a user's guide to the general theory of approximate randomization tests developed in Canay, Romano, and Shaikh (2017) when specialized to linear regressions with clustered data. An important feature of the methodology is…
We present new algorithms to detect and correct errors in the product of two matrices, or the inverse of a matrix, over an arbitrary field. Our algorithms do not require any additional information or encoding other than the original inputs…
While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper,…
Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric…
We study the computational limits of Low-Rank Adaptation (LoRA) for finetuning transformer-based models using fine-grained complexity theory. Our key observation is that the existence of low-rank decompositions within the gradient…
We study the feature-scaled version of the Monte Carlo algorithm with linear function approximation. This algorithm converges to a scale-invariant solution, which is not unduly affected by states having feature vectors with large norms. The…
Recent years have seen the rise of convolutional neural network techniques in exemplar-based image synthesis. These methods often rely on the minimization of some variational formulation on the image space for which the minimizers are…
Many data analysis applications deal with large matrices and involve approximating the matrix using a small number of ``components.'' Typically, these components are linear combinations of the rows and columns of the matrix, and are thus…
Gaussian variational inference and the Laplace approximation are popular alternatives to Markov chain Monte Carlo that formulate Bayesian posterior inference as an optimization problem, enabling the use of simple and scalable stochastic…
In this paper we present a synthesis of the work performed on two inference algorithms: the Pearl's belief propagation (BP) algorithm applied to Bayesian networks without loops (i.e. polytree) and the Loopy belief propagation (LBP)…
Chromatic Correlation Clustering (CCC) generalizes Correlation Clustering by assigning multiple categorical relationships (colors) to edges and imposing chromatic constraints on the clusters. Unlike traditional Correlation Clustering, which…
Consider a random graph model where each possible edge $e$ is present independently with some probability $p_e$. Given these probabilities, we want to build a large/heavy matching in the randomly generated graph. However, the only way we…
The graphical representation of the correlation matrix by means of different multivariate statistical methods is reviewed, a comparison of the different procedures is presented with the use of an example data set, and an improved…
Graphical models use the intuitive and well-studied methods of graph theory to implicitly represent dependencies between variables in large systems. They can model the global behaviour of a complex system by specifying only local factors.…
We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…