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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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1122 · Jul 201819922001200920172026
29 results for Pseudolikelihood

Maximum pseudolikelihood method has been among the most important methods for learning parameters of statistical physics models, such as Ising models. In this paper, we study how pseudolikelihood can be derived for learning parameters of a mixture of Ising models. The performance of the proposed approach is demonstrate…

2015-06-08abs ↗pdf ↗

I propose a variational approach to maximum pseudolikelihood inference of the Ising model. The variational algorithm is more computationally efficient, and does a better job predicting out-of-sample correlations than L2L_2 regularized maximum pseudolikelihood inference as well as mean field and isolated spin pair appro…

2014-09-24abs ↗pdf ↗

Two methods improve tensor recovery in Ising models, revealing gene interactions.

problem Improving tensor recovery in Ising models for complex data structures.
method Pseudolikelihood and interaction screening approaches for tensor learning.
result Both methods achieve tensor recovery with sample size logarithmic in nodes, exponential in strength and degree.

We consider a problem of data integration. Consider determining which genes affect a disease. The genes, which we call predictor objects, can be measured in different experiments on the same individual. We address the question of finding which genes are predictors of disease by any of the experiments. Our formulation i…

2016-10-03abs ↗pdf ↗

We consider the high-dimensional heteroscedastic regression model, where the mean and the log variance are modeled as a linear combination of input variables. Existing literature on high-dimensional linear regres- sion models has largely ignored non-constant error variances, even though they commonly occur in a variety…

2012-05-21abs ↗pdf ↗

One of the biggest challenges in the field of biomedical imaging is the comprehension and the exploitation of the photon scattering through disordered media. Many studies have pursued the solution to this puzzle, achieving light-focusing control or reconstructing images in complex media. In the present work, we investi…

2019-03-13abs ↗pdf ↗

Due to the intractable partition function, the exact likelihood function for a Markov random field (MRF), in many situations, can only be approximated. Major approximation approaches include pseudolikelihood and Laplace approximation. In this paper, we propose a novel way of approximating the likelihood function throug…

2018-03-27abs ↗pdf ↗

Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of kernel mean embeddings of probability measures. For characteristic kernels, which inc…

2016-03-07abs ↗pdf ↗

Linear problems appear in a variety of disciplines and their application for the transmission matrix recovery is one of the most stimulating challenges in biomedical imaging. Its knowledge turns any random media into an optical tool that can focus or transmit an image through disorder. Here, converting an input-output …

2019-01-15abs ↗pdf ↗

Estimates inverse temperature of Ising models with a single sample.

problem Estimating inverse temperature in truncated Ising models with hard constraints.
method Maximizing pseudolikelihood to estimate the inverse temperature.
result An estimator that is nearly O(n)O(n) time and O(Δ3/n)O(Δ^3/\sqrt{n})-consistent.

New method identifies network structure without regularization for sparse teacher couplings.

problem Identifying network structure in inverse Ising problems with model mismatch.
method Ridge linear regression with two-stage estimator.
result Perfect identification of network structure possible without regularization for sparse teacher couplings.

For many large undirected models that arise in real-world applications, exact maximumlikelihood training is intractable, because it requires computing marginal distributions of the model. Conditional training is even more difficult, because the partition function depends not only on the parameters, but also on the obse…

2012-07-04abs ↗pdf ↗

We introduce a new method for training deep Boltzmann machines jointly. Prior methods of training DBMs require an initial learning pass that trains the model greedily, one layer at a time, or do not perform well on classification tasks. In our approach, we train all layers of the DBM simultaneously, using a novel train…

2013-01-16abs ↗pdf ↗

PPL improves on Takacs-Fiksel estimation for Gibbs models.

problem Improving point process estimation methods.
method PPL uses cross-validation and a specific loss function to estimate parameters.
result PPL with specific loss functions and hyperparameters outperforms Takacs-Fiksel estimation in mean square error.

Reinforcement learning agents are prone to undesired behaviors due to reward mis-specification. Finding a set of reward functions to properly guide agent behaviors is particularly challenging in multi-agent scenarios. Inverse reinforcement learning provides a framework to automatically acquire suitable reward functions…

2019-07-30abs ↗pdf ↗

Curating labeled training data has become the primary bottleneck in machine learning. Recent frameworks address this bottleneck with generative models to synthesize labels at scale from weak supervision sources. The generative model's dependency structure directly affects the quality of the estimated labels, but select…

2017-03-02abs ↗pdf ↗

Trans-Ising combines auxiliary datasets to estimate high-dimensional Ising models.

problem Limited target sample sizes and difficulty in using auxiliary binary datasets of unknown relevance.
method Trans-Ising uses a loss-based source screening rule and a two-stage estimation procedure.
result Trans-Ising achieves lower estimation errors than target-only estimation and naive data pooling.

Statistical relational frameworks such as Markov logic networks and probabilistic soft logic (PSL) encode model structure with weighted first-order logical clauses. Learning these clauses from data is referred to as structure learning. Structure learning alleviates the manual cost of specifying models. However, this be…

2018-07-03abs ↗pdf ↗

FAST-DAD distills complex ensemble models into faster, more accurate individual models.

problem Deploying complex AutoML ensemble predictors on tabular data is slow, large, and opaque.
method Data augmentation strategy based on Gibbs sampling from a self-attention pseudolikelihood estimator.
result FAST-DAD distillation produces significantly better individual models than standard training.

Estimates complex dependency structures in multi-omics data.

problem Graphical model estimation from multi-omics data with scalability and consistency.
method Pseudolikelihood-based graphical model framework with 1\ell_1-penalized empirical risk.
result Estimates partial correlation network from dual-omic liver cancer data.

The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are independent is, however, too strong. In many applications, these responses are collec…

2019-05-08abs ↗pdf ↗

Score matching efficiency tied to distribution isoperimetric properties.

problem Understanding when score matching is as efficient as maximum likelihood.
method Connecting score matching efficiency to isoperimetric constants of distributions.
result Score matching is statistically efficient when the distribution has a small isoperimetric constant.