On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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2 results for “MCMC-MLE”

High-dimensional Inference and FDR Control for Simulated Markov Random Fieldsstat.ML

The paper develops methods for high-dimensional inference in Markov random fields.

problem Statistical inference for high-dimensional Markov random fields.

method Markov Chain Monte Carlo Maximum Likelihood Estimation (MCMC-MLE) with Elastic-net regularization.

result The proposed methods achieve

\ell_{1}

-consistency and false discovery rate control.

Markov random fields high-dimensional inference Elastic-net regularization false discovery rate MCMC-MLE

2022-02-11abs ↗pdf ↗

Estimating Network Models using Neural Networkscs.SI

Neural network estimates network models efficiently.

problem Estimating flexible ERGMs is challenging due to intractable normalizing constants.

method Trains a neural network on parameter-simulation pairs to invert and estimate parameters quickly and in parallel.

result The method performs well in practice and accommodates extra network statistics.

network models ERGMs neural networks estimation MCMC

2025-02-03abs ↗pdf ↗