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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.

169,291 papers · 148 categories

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142285427569 · Jun 202019922001200920182026
48 results for amortized maximum likelihood estimation

ACNML method improves uncertainty estimation for deep networks.

problem Uncertainty estimation and calibration for deep neural networks under distribution shift.
method Approximate Bayesian inference to approximate CNML distribution.
result ACNML compares favorably to prior techniques for uncertainty estimation.

Paper introduces IO-NPF for efficient Bayesian experimental design.

problem Efficient Bayesian experimental design in non-exchangeable settings.
method Inside-Out Nested Particle Filter (IO-NPF) for non-Markovian state-space models.
result IO-NPF achieves O(T2)\mathcal{O}(T^2) computational complexity, improving efficiency.

New algorithms improve learning deep energy models.

problem Learning deep energy models efficiently and accurately.
method Proposed new algorithms combining GAN-style methods with traditional energy-based learning.
result SteinCD performs well in test likelihood, SteinGAN in generating realistic images.

The study compares Bayesian and frequentist approaches in deep learning.

problem Comparing Bayesian and frequentist inference in deep learning.
method Conducts a comparative analysis of point and posterior estimators across various settings.
result Amortized point estimators generally outperform posterior inference, though posterior inference remains competitive in some low-dimensional problems.

A new EM-based algorithm improves deep generative model training.

problem Training deep generative models with maximum likelihood is challenging.
method The paper proposes reweighted expectation maximization (REM), a new algorithm that directly maximizes the log marginal likelihood of the data.
result REM learns better generative models than the IWAE, leading to significantly better performance in density estimation benchmarks.

Proposes a neural generator network for efficient energy-based model learning.

problem Challenges in maximum likelihood estimation of energy-based models.
method Uses a neural generator network to approximate the log-likelihood gradient and maximizes entropy of generated samples.
result Generates sharp images with competitive Inception and FID scores, and is robust to mode collapse.

This paper proposes a method to train energy-based models using variational auto-encoders for efficient sampling.

problem Training energy-based models by maximum likelihood is challenging due to intractable partition functions and difficult sampling from the model distribution.
method The authors propose using a variational auto-encoder to initialize finite-step MCMC sampling, specifically Langevin dynamics, to train the energy-based model.
result The proposed method enables training energy-based models using maximum likelihood, generating samples comparable to GANs and EBMs.

JANA trains networks to approximate Bayesian models efficiently.

problem Intractable likelihood functions and posterior densities in Bayesian models.
method End-to-end training of three networks: summary, posterior, and likelihood networks.
result JANA provides accurate amortized marginal likelihood and posterior predictive estimation.

The paper investigates model misspecification in Bayesian inference using neural networks.

problem Detecting model misspecification in Bayesian inference with neural networks.
method Conceptualized types of model misspecification and proposed an augmented optimization objective with MMD.
result MMD can detect potentially catastrophic misspecifications in Bayesian inference.

Self-consistency improves the accuracy of model comparison methods.

problem Improving the accuracy of model comparison methods when simulation models are misspecified.
method Supplement traditional simulation-based training with a self-consistency loss on unlabeled real data.
result Self-consistency training improves model comparison accuracy, especially in open-world scenarios.

Improved diffusion sampling for inverse problems with faster and more robust inference.

problem High computational cost and lack of robustness in diffusion posterior sampling.
method Amortized variational inference with explicit likelihood guidance.
result Improved trade-off between inference speed and robustness to unseen degradations.

Two synthetic likelihood methods learn EBM of likelihood from simulator data for SBI.

problem Conduct inference from experimental observations using high-fidelity simulators.
method Learn conditional EBM of likelihood using synthetic data conditioned on parameters.
result Learned likelihood combined with prior yields posterior estimate for sampling.

A new recursive mixture estimation algorithm improves VAE inference efficiency and accuracy.

problem Inaccurate posterior approximation in traditional VAEs.
method Recursive mixture estimation algorithm using functional gradient approach for iterative component selection.
result Significantly higher test data likelihood compared to state-of-the-art methods on benchmark datasets.

Maximum likelihood estimation fails to be well-posed in Gaussian process regression.

problem Establishing well-posedness of maximum likelihood estimation in Gaussian process regression.
method Analyzing the conditions under which maximum likelihood estimation is not Lipschitz in the data with respect to the Hellinger distance.
result Maximum likelihood estimation is not well-posed in the noiseless data setting for any Gaussian process with a stationary covariance function whose lengthscale parameter is estimated using maximum likelihood.

Paper proposes CoopFlow, a two-flow generator for energy-based models.

problem Training energy-based models with Langevin flow and normalizing flow.
method CoopFlow trains an energy-based model using a normalizing flow initialization and a short-run Langevin flow revision.
result CoopFlow converges to a moment matching estimator and synthesizes realistic images.

New method improves variational inference for likelihood-free models.

problem Efficiently approximate posterior distributions in likelihood-free models.
method Forward amortized inference using joint-contrastive variational loss.
result Forward amortized inference optimizes exact posterior marginals in mean-field approximations.

We establish conditions for maximum likelihood consistency in time series models.

problem Invertibility conditions often fail in empirical observation-driven models.
method Derive weaker conditions for maximum likelihood consistency.
result Consistency of maximum likelihood estimator holds for various models.

ACE improves GBI for simulators by approximating cost functions, making inference more efficient.

problem Inference for misspecified simulators is overly restrictive.
method Amortized cost estimation (ACE) for Generalized Bayesian Inference (GBI).
result ACE provides accurate cost predictions and more efficient inference.

The paper improves risk bounds for maximum likelihood estimation with arbitrary penalties.

problem Improving risk bounds for maximum likelihood estimation with arbitrary penalties.
method Developed a more general inequality for arbitrary penalties, leading to exact risk bounds of order 1/n.
result Derived exact risk bounds of order 1/n for iid parametric models, improving on previous bounds.

Estimates exponential family distributions using a novel doubly dual embedding technique.

problem Estimating exponential family distributions with smoothness and efficiency.
method Doubly dual embedding for avoiding partition function computation and flexible sampling.
result Improves memory and time efficiency while offering stronger statistical properties.

Paper tackles scalable VFL with data augmentation and amortized inference.

problem Collaborative model estimation across multiple clients with distinct covariates.
method Data augmentation, amortized variational approximation, factorized likelihoods.
result Scalable Bayesian VFL framework for various models.

We propose a robust estimator to improve maximum likelihood in probabilistic models.

problem Overfitting and sensitivity to noise in maximum likelihood estimation.
method Distributionally robust maximum likelihood estimator that minimizes worst-case expected log-loss.
result The robust estimator is statistically consistent and performs well in regression and classification tasks.

We consider two connected aspects of maximum likelihood estimation of the parameter for high-dimensional discrete graphical models: the existence of the maximum likelihood estimate (mle) and its computation. When the data is sparse, there are many zeros in the contingency table and the maximum likelihood estimate of th…

2015-04-21abs ↗pdf ↗

Paper presents a method for estimating Hawkes process parameters.

problem Estimating parameters of Hawkes processes with self-excitation or inhibition.
method Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition.
result The proposed estimator provides more accurate estimations in the inhibition context.

Efficiently approximates profile maximum likelihood for better estimation performance.

problem Computing the exact profile maximum likelihood is difficult and time-consuming.
method Proposes an algorithm that clumps symbols into one symbol to approximate PML.
result Empirical performance of the approximate solution is competitive and often superior.

A boosting method improves nonparametric density estimation without smoothing assumptions.

problem Overfitting in nonparametric data fitting.
method Introduces a boosting algorithm for univariate nonparametric maximum likelihood estimation.
result Demonstrates the effectiveness of the boosting approach through simulations and real data experiments.

New method corrects selection bias in complex models.

problem Selection bias in statistical studies leading to systematic distortions.
method Amortized Bayesian inference with neural posterior estimation.
result Recover well-calibrated posterior distributions across diverse selection mechanisms.

New method improves variational inference for better posterior approximation.

problem Challenges in minimizing inclusive KL divergence for amortized variational inference.
method Likelihood-tempered sequential Monte Carlo samplers to estimate inclusive KL gradient.
result SMC-Wake method fits variational distributions more accurately than existing methods.

A new method improves text generation quality and diversity.

problem Exposure bias in Maximum Likelihood Estimation for text generation.
method ψ-MLE, a new training scheme based on density ratio estimation.
result ψ-MLE outperforms Maximum Likelihood Estimation and other models in text generation quality and diversity.

New approach resolves ambiguity in PPCA model's maximum likelihood estimation.

problem Ambiguity in maximum likelihood estimation of PPCA model due to rotational symmetry.
method Using quotient topological spaces, the approach resolves ambiguity and shows consistency of the maximum likelihood solution.
result Maximum likelihood solution is consistent in an appropriate quotient Euclidean space.

Investigates numerical issues in GP interpolation parameter estimation.

problem Numerical issues in maximum likelihood parameter estimation for Gaussian process interpolation.
method Investigates and proposes strategies to improve open-source software implementations.
result Improves reliability and reproducibility of studies relying on GP implementations.