相关论文: Fine-Grained $\epsilon$-Margin Closed-Form Stabili…

Fine-tuning a pre-trained model (such as BERT, ALBERT, RoBERTa, T5, GPT, etc.) has proven to be one of the most promising paradigms in recent NLP research. However, numerous recent works indicate that fine-tuning suffers from the…

The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov…

We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable based on censored data. More specifically, the event time is subject to current status censoring and the continuous mark…

We propose a suboptimal moving horizon estimation (MHE) scheme for a general class of nonlinear systems. To this end, we consider an MHE formulation that optimizes over the trajectory of a robustly stable observer. Assuming that the…

A Maximum Likelihood recursive state estimator is derived for non-linear and non-Gaussian state-space models. The estimator combines a particle filter to generate the conditional density and the Expectation Maximization algorithm to compute…

In this paper, we study the log-likelihood function and Maximum Likelihood Estimate (MLE) for the matrix normal model for both real and complex models. We describe the exact number of samples needed to achieve (almost surely) three…

We study the problem of inferring sparse time-varying Markov random fields (MRFs) with different discrete and temporal regularizations on the parameters. Due to the intractability of discrete regularization, most approaches for solving this…

Maximum likelihood (ML) estimation is widely used in statistics. The h-likelihood has been proposed as an extension of Fisher's likelihood to statistical models including unobserved latent variables of recent interest. Its advantage is that…

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Motivated by studying asymptotic properties of the maximum likelihood estimator (MLE) in stochastic volatility (SV) models, in this paper we investigate likelihood estimation in state space models. We first prove, under some regularity…

We introduce the Hyperedge-triggered Hawkes (HTH) process for inferring higher-order interaction structure in multi-cellular systems from asynchronous event-time data. Beyond standard pairwise excitation, the HTH intensity includes a term…

Packet-level discrete-event simulation (PLDES) is a prevalent tool for evaluating detailed performance of large model training. Although PLDES offers high fidelity and generality, its slow performance has plagued networking practitioners.…

Classic estimation methods for Hawkes processes rely on the assumption that observed event times are indeed a realisation of a Hawkes process, without considering any potential perturbation of the model. However, in practice, observations…

This work proposes an event-triggered moving horizon estimation (ET-MHE) scheme for general nonlinear systems. The key components of the proposed scheme are a novel event-triggering mechanism (ETM) and the suitable design of the MHE cost…

The standard approach to fitting an autoregressive spike train model is to maximize the likelihood for one-step prediction. This maximum likelihood estimation (MLE) often leads to models that perform poorly when generating samples…

We consider the problem of selecting covariates in spatial linear models with Gaussian process errors. Penalized maximum likelihood estimation (PMLE) that enables simultaneous variable selection and parameter estimation is developed and,…

In this paper, we propose a sample-based moving horizon estimation (MHE) scheme for general nonlinear systems to estimate the current system state using irregularly and/or infrequently available measurements. The cost function of the MHE…

Hallucinations in large language models (LLMs) are outputs that are syntactically coherent but factually incorrect or contextually inconsistent. They are persistent obstacles in high-stakes industrial settings such as engineering design,…

Distributed Machine Learning (DML) on resource-constrained edge devices holds immense potential for real-world applications. However, achieving fast convergence in DML in these heterogeneous environments remains a significant challenge.…

Hawkes Process has been used to model Limit Order Book (LOB) dynamics in several ways in the literature however the focus has been limited to capturing the inter-event times while the order size is usually assumed to be constant. We propose…