New methods improve likelihood-free inference from simulators.
problem Challenges in inverse problems due to intractable implicit densities.
method Extends traditional ABC methods and neural network surrogate models, using likelihood ratio and score.
result More sample efficient and higher-fidelity inference.
Enhances PLDA scoring for multiple nuisance conditions.
problem Scoring PLDA models for multiple nuisance conditions.
method Developed likelihood ratios for scoring with multiple nuisance conditions.
result Improved PLDA model for joint analysis of multiple conditions.
We have developed an efficient algorithm for the maximum likelihood joint tracking and association problem in a strong clutter for GMTI data. By using an iterative procedure of the dynamic logic process "from vague-to-crisp," the new tracker overcomes combinatorial complexity of tracking in highly-cluttered scenarios a…
Improved cross-entropy estimator for likelihood-free inference.
problem Efficient inference for complex models with intractable likelihoods.
method Use neural networks as surrogate models and augment training data with joint likelihood ratio and score.
result New cross-entropy estimator provides improved sample efficiency.
Paper explores supervised learning methods to approximate ideal observer for joint signal detection and localization.
problem Optimizing medical imaging systems by assessing their performance using the Ideal Observer model.
method Uses supervised learning methods, specifically convolutional neural networks, to approximate the Ideal Observer for joint signal detection and localization tasks.
result Supervised learning-based methods can approximate the Ideal Observer for joint signal detection and localization tasks, as shown by comparisons to MCMC and analytical methods.
A new copula estimation method using classification.
problem Estimating copula density from joint and marginal distributions.
method Train a classifier to distinguish joint density from product of marginals.
result Empirically outperforms existing copula estimators.
End-to-end speaker recognition method using neural networks.
problem Speaker and session variability in speaker verification.
method Joint Factor Analysis with tied hidden variables, MAP adaptation, two-step backpropagation.
result Improved likelihood ratios and robust performance on RSR2015 database.
Neural networks approximate likelihood ratios for complex models.
problem Difficulty in computing likelihood ratios for modern models.
method Applying the likelihood ratio trick with neural network classifiers.
result Different neural network setups can approximate likelihood ratios with varying performance.
Direct neural ratio estimator for likelihood-free inference.
problem Efficient likelihood estimation for complex models.
method Amortized likelihood ratio estimation using neural networks.
result DNRE often outperforms previous ratio estimators.
Derives M2VAE objective from marginal joint log-likelihood.
problem Training Multi-Modal Variational Autoencoders (M2VAEs). method Derives trainable evidence lower bound from marginal joint log-likelihood.
result Derives M2VAE objective from marginal joint log-likelihood. Study shows how to reduce variational inference bias by concentrating likelihood ratio distribution.
problem Bias and variance issues in variational inference.
method Upper bound variational gap using dispersion measure of likelihood ratio, suggesting methods to reduce bias.
result Reducing bias in variational inference can be achieved by making likelihood ratio distribution more concentrated.
Novel MCMC method tackles intractable likelihoods using learned ratio estimators.
problem Posterior inference with intractable likelihoods in complex simulations.
method Amortized approximate ratio estimator embedded in MCMC samplers.
result Effective approximation of likelihood-ratios for sampling from intractable posterior.
Novel neural likelihood ratio estimation for negative data in particle physics.
problem Estimating likelihood ratios with negative probability densities and weights.
method Introducing a novel loss function and a new model architecture based on signed mixture models.
result Demonstrated improved estimation on a real-world example from particle physics.
Paper detects changes in graph-based data streams using likelihood-ratios.
problem Detecting changes in synchronized graph-based data streams.
method Kernel-based likelihood-ratio estimation over graph nodes.
result Effective detection and localization of change-points.
Proposes a method for valid inference in GPLSIMs with longitudinal data.
problem Challenges in longitudinal data inference due to within-subject correlation and unstable variance estimation.
method Profile estimating-equation approach using spline approximation and block empirical likelihood.
result Block empirical likelihood ratio statistic with Wilks-type chi-square limit for joint inference.
Develops neural network methods for likelihood ratio estimation.
problem Estimating likelihood ratios from data.
method Neural network training for likelihood ratio estimation.
result Unified methodology for defining and solving optimization problems.
Deep learning compresses and quantizes log-likelihood ratios for fading channels.
problem Efficiently compress and quantize log-likelihood ratios for fading channels.
method Trains a deep autoencoder network to map log-likelihood ratios to a latent space and reconstruct them.
result Achieves a compression factor of nearly three times with minimal performance loss.
New machine learning methods for inference from simulated data.
problem Modeling score and likelihood ratio functions from sampled data.
method InferoStatic Networks (ISN), Kernel Score Estimation (KSE), Kernel Likelihood Ratio Estimation (KLRE).
result Improved inference methods for complex models.
The paper proposes a method to construct confidence sets using likelihood ratios for sequential decision-making.
problem Constructing valid uncertainty estimates for unknown quantities in sequential decision-making.
method The method uses likelihood ratios to create any-time valid confidence sequences without specialized treatment for each application.
result The proposed confidence sets maintain the prescribed coverage in a model-agnostic manner and their size depends on the choice of estimator sequence.
Study detects signals in spiked Wigner models using log likelihood ratio.
problem Detecting signals in rank-one spiked Wigner models with non-Gaussian noise.
method Proved asymptotic normality of log likelihood ratio and computed error thresholds.
result Optimal signal-to-noise ratio threshold for reliable detection.
Optimal selective classification using likelihood ratios improves model reliability.
problem Enhancing predictive model reliability by allowing uncertain predictions.
method Neyman--Pearson lemma applied to likelihood ratios for optimal selection.
result Neyman--Pearson-informed methods outperform existing baselines under covariate shifts.
A novel likelihood function for MRFs approximates marginal likelihoods and uses copulas to reconstruct the joint likelihood.
problem Intractable partition function for MRF likelihoods.
method Approximate marginal likelihoods through a modified coin-tossing scenario, then reconstruct the joint likelihood using copulas.
result Our approach outperforms Laplace approximation and pseudolikelihood, especially as MRF size increases.
In many fields of science, generalized likelihood ratio tests are established tools for statistical inference. At the same time, it has become increasingly common that a simulator (or generative model) is used to describe complex processes that tie parameters θ of an underlying theory and measurement apparatus to hig…
Optimally tackles covariate shift in RKHS-based nonparametric regression.
problem Covariate shift in nonparametric regression over RKHS.
method Two families of covariate shift problems defined using likelihood ratios. Minimax rate-optimal estimators for KRR and reweighted KRR.
result KRR is minimax rate-optimal and strictly sub-optimal compared to naive estimator under covariate shift.
Proposes a new loss function for deep neural networks.
problem Deep neural networks lack a direct method to discriminate between correct and competing classes.
method Introduces a discriminative loss function based on negative log likelihood ratio.
result Significantly outperforms cross-entropy loss on image classification tasks.
A new likelihood ratio metric for GANs training stability.
problem Training consistency and stability in GANs.
method Likelihood ratio approach for adversarial optimization.
result New metric for online convergence and stability assessment.
Bayesian optimization improves by focusing on outputs with the likelihood ratio method.
problem Improving Bayesian optimization by accurately estimating output importance.
method Importance-sampling theory and likelihood ratio for guiding search towards low objective function values.
result Likelihood-weighted acquisition functions outperform unweighted ones in various applications.
New method for robust distribution alignment using log-likelihood ratio and normalizing flows.
problem Distribution alignment challenges in deep learning.
method Log-likelihood ratio statistic and normalizing flows.
result Minimizing the proposed objective yields robust domain alignment.
Extends likelihood ratio exponential families to analyze various optimization methods.
problem Analyzing optimization methods like rate-distortion and information bottleneck.
method Linking geometric mixture paths to exponential families and using hypothesis testing.
result Provides a common mathematical framework for understanding these methods.
DeepLR constructs confidence intervals for neural networks with asymmetric expansions.
problem Uncertainty estimation for neural network predictions.
method Likelihood-ratio-based approach for constructing asymmetric confidence intervals.
result DeepLR offers asymmetric intervals expanding in regions with limited data.
Probabilistic embeddings improve speaker diarization accuracy.
problem Improving speaker diarization accuracy using embeddings.
method Extracting x-vectors and precision matrices from speech segments, interfacing with PLDA model, applying agglomerative clustering, joint training of PLDA and extractor.
result Joint training of PLDA and probabilistic x-vector extractor yields accuracy gains.
Unified view of KL-divergence and IPMs via DRE, with new DRM metrics.
problem Unified understanding of KL-divergence and IPMs.
method Unified representation via maximum likelihood density-ratio estimation (DRE).
result Unified form of IPMs and novel DRM metrics.
A universal method for hypothesis tests and confidence sets without regularity conditions.
problem Difficult inference in irregular statistical models.
method Modified likelihood ratio statistic (split LRT).
result Works for any parametric and some nonparametric models.
This paper develops embeddings that preserve likelihood-based statistical inference.
problem Modern machine learning embeddings destroy the geometric structure required for likelihood-based inference.
method Developed a rigorous theory of likelihood-preserving embeddings and introduced the Likelihood-Ratio Distortion metric.
result Controlling the distortion Δn is necessary and sufficient for preserving inference. DIRE uses neural networks to estimate summary statistics for likelihood-free inference.
problem Difficulty in learning parameters from observed data due to intractable likelihood functions.
method DIRE uses convolutional neural networks to estimate summary statistics for likelihood-free inference.
result A single neural network architecture can produce equally or more accurate posteriors than alternative methods.
Graph-based LRE estimates likelihood-ratios collaboratively for nodes.
problem Comparing unknown pdfs at graph nodes with graph structure.
method Graph-based Relative Unconstrained Least-squares Importance Fitting (GRULSIF).
result Collaborative estimation improves performance compared to independent methods.
Enhances PLDA for speaker recognition by considering channel variables.
problem Speaker recognition challenges with same-channel trials.
method Generalizes PLDA model to include channel variable dependency.
result Improves performance in same-channel versus different-channel trials.
Common complex diseases are likely influenced by the interplay of hundreds, or even thousands, of genetic variants. Converging evidence shows that genetic variants with low marginal effects (LME) play an important role in disease development. Despite their potential significance, discovering LME genetic variants and as…
The paper proposes an efficient nested simulation design using likelihood ratio method.
problem Designing nested simulations with fixed outer scenarios and minimizing simulation effort.
method Proposes a bi-level optimization problem to decide inner replications and pooling strategies.
result Optimized design achieves $\cO(Γ^{-1})$ mean squared error of estimators.
New method uses path signatures for efficient likelihood estimation in time-series data.
problem Intractable likelihood functions in complex dynamic models.
method Kernel classifier based on path signatures for sequential data.
result Path signatures yield highly performant classifiers, even with low sample numbers.
wd1 improves reasoning in dLLMs by optimizing policies without policy ratios.
problem Improving reasoning in diffusion-based large language models through RL.
method wd1: ratio-free policy optimization using weighted log-likelihood.
result wd1 outperforms diffusion-based GRPO while requiring lower computational cost.
Sequential hypothesis testing is a desirable decision making strategy in any time sensitive scenario. Compared with fixed sample-size testing, sequential testing is capable of achieving identical probability of error requirements using less samples in average. For a binary detection problem, it is well known that for k…
FF algorithm uses goodness as a likelihood-ratio test for scalar normalization.
problem Training each layer locally with scalar goodness.
method FF algorithm uses a likelihood-ratio test with squared goodness as the sufficient statistic.
result The FF algorithm generalizes to anisotropic and heavy-tailed populations.
Derives formula for skew stickiness ratio in asset price and volatility dynamics.
problem Capturing joint dynamics of asset price and volatility.
method Uses Itô-Wentzell and Clark-Ocone formulae to derive representation.
result Derives asymptotics of skew stickiness ratio under stochastic volatility models.
Investments with best performance are not associated with best Sharpe ratios.
problem The relationship between performance and risk-adjusted return (Sharpe ratio) is counterintuitive for heavy-tailed distributions.
method Synthetic and real data analysis of returns distributions.
result The best-performing investments are not the best in terms of Sharpe ratio, and vice versa.
Efficiently estimates marginal posteriors for complex simulations.
problem Bayesian inference in high-dimensional, intractable likelihood scenarios.
method Simulates and estimates low-dimensional marginal posteriors, using truncated indicators.
result Simulator efficiency and robustness testing of inference results.
FF algorithm uses goodness as a measure of input quality, derived from likelihood-ratio tests.
problem Training each layer locally with a goodness measure.
method FF algorithm uses a likelihood-ratio test to define goodness, which is the sum of squared activations normalized between layers.
result The goodness measure is a sufficient statistic for a likelihood-ratio test, explaining the FF algorithm's performance.
Adaptive Gaussian process approximates Bayesian inference for costly likelihoods.
problem Bayesian inference with computationally expensive likelihood functions.
method Gaussian process approximation with active learning design points.
result Competitive performance compared to existing methods for Bayesian computation.