相关论文: Novel Tau-Informed Initialization for Maximum Like…

The rapid development of parameter-efficient fine-tuning methods has noticeably improved the efficiency of adapting large language models. Among these, LoRA has gained widespread popularity due to its strong balance of effectiveness and…

We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…

We derive an asymptotic expansion for the log likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for…

Port-Hamiltonian neural networks have shown promising results in the identification of nonlinear dynamics of complex systems, as their combination of physical principles with data-driven learning allows for accurate modelling. However, due…

This paper discusses a novel initialization algorithm for the estimation of nonlinear state-space models. Good initial values for the model parameters are obtained by identifying separately the linear dynamics and the nonlinear terms in the…

This paper deals with robust inference for parametric copula models. Estimation using Canonical Maximum Likelihood might be unstable, especially in the presence of outliers. We propose to use a procedure based on the Maximum Mean…

The empirical Bayes $g$-modeling approach via the nonparametric maximum likelihood estimator (NPMLE) is widely used for large-scale estimation and inference in the normal means problem, yet theoretical guarantees for uncertainty…

Modern large scale datasets are often plagued with missing entries. For tabular data with missing values, a flurry of imputation algorithms solve for a complete matrix which minimizes some penalized reconstruction error. However, almost…

Asymptotic error distribution for approximation of a stochastic integral with respect to continuous semimartingale by Riemann sum with general stochastic partition is studied. Effective discretization schemes of which asymptotic conditional…

Copulas provide a modular parameterization of multivariate distributions that decouples the modeling of marginals from the dependencies between them. Gaussian Mixture Copula Model (GMCM) is a highly flexible copula that can model many kinds…

In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP…

We formulate for the first time visual-inertial initialization as an optimal estimation problem, in the sense of maximum-a-posteriori (MAP) estimation. This allows us to properly take into account IMU measurement uncertainty, which was…

Stable and efficient training of ReLU networks with large depth is highly sensitive to weight initialization. Improper initialization can cause permanent neuron inactivation dying ReLU and exacerbate gradient instability as network depth…

We develop a novel procedure for estimating the optimizer of general convex stochastic optimization problems of the form $\min_{x\in\mathcal{X}} \mathbb{E}[F(x,\xi)]$, when the given data is a finite independent sample selected according to…

Marginalization of latent variables or nuisance parameters is a fundamental aspect of Bayesian inference and uncertainty quantification. In this work, we focus on scalable marginalization of latent variables in modeling correlated data,…

Incorporating a non-Euclidean variable metric to first-order algorithms is known to bring enhancement. However, due to the lack of an optimal choice, such an enhancement appears significantly underestimated. In this work, we establish a…

We develop and analyze stochastic inexact Gauss-Newton methods for nonlinear least-squares problems and for nonlinear systems ofequations. Random models are formed using suitable sampling strategies for the matrices involved in the…

We consider the problem of parameter estimation from a generalized linear model with a random design matrix that is orthogonally invariant in law. Such a model allows the design have an arbitrary distribution of singular values and only…

A method is introduced for approximate marginal likelihood inference via adaptive Gaussian quadrature in mixed models with a single grouping factor. The core technical contribution is an algorithm for computing the exact gradient of the…

This paper introduces a new method for performing computational inference on log-Gaussian Cox processes. The likelihood is approximated directly by making novel use of a continuously specified Gaussian random field. We show that for…