Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape, researchers in practice areas such as marketing and social sciences also frequen…
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48 results for “likelihood-based algorithm”
A Likelihood-Based Generative Approach for Spatially Consistent Precipitation Downscalingphysics.ao-ph
New approach combines likelihood and adversarial losses for better precipitation predictions.
problem Spatially inconsistent precipitation projections from likelihood-based models.
method Fuses likelihood-based and adversarial losses for generative models.
result Improves spatial consistency in precipitation downscaling.
The paper analyzes the power of MX CI tests and finds likelihood-based statistics most powerful.
problem Testing conditional independence under model-X assumptions.
method Conditional randomization test (CRT) and MX knockoffs.
result Likelihood-based statistics are most powerful in MX CI tests.
We model leverage as stochastic but independent of return shocks and of volatility and perform likelihood-based inference via the recently developed iterated filtering algorithm using S&P500 data, contributing new evidence to the still slim empirical support for random leverage variation.
Method recovers complex-valued signals from speckle-noised measurements.
problem Recovering complex-valued signals from speckle-noised measurements.
method Bagged Deep Image Priors integrated with projected gradient descent and Newton-Schulz algorithm.
result Achieves state-of-the-art performance in MSE reduction.
Likelihood-based inference and forecasting for trawl processes: a stochastic optimization approachstat.ME
Develops likelihood-based methods for trawl processes, improving forecasting accuracy.
problem Statistical modeling of trawl processes with heavy tails and long memory.
method Composite likelihood estimation as a stochastic optimization problem, using gradient descent methods.
result New gradient estimators with significantly reduced variance for trawl processes.
Novel approach for SEM in small samples with .
problem Small sample size and issues in factor-based SEM.
method Reformulates covariance structure into self-covariance and cross-covariance, defines a feasible set with relative error constraint.
result Improved stability and directional information in small-sample settings.
This paper shows how to perform likelihood inference for complex graphical models efficiently.
problem Intractable normalizing constants in fully and partially observed exponential family graphical models.
method Using a technique from Geyer (1991), the paper estimates the normalizing constant and its gradient.
result Full likelihood-based analysis is feasible and computationally efficient for these models.
Optimal Clustering of Discrete Mixtures: Binomial, Poisson, Block Models, and Multi-layer Networksmath.ST
Paper optimizes clustering for multi-layer networks and discrete mixtures.
problem Optimizing clustering in multi-layer networks and discrete mixtures.
method Two-stage method: tensor-based initialization and likelihood-based refinement.
result Achieves minimax optimal error rate for multi-layer networks and discrete mixtures.
The paper addresses speckle noise in coherent imaging systems.
problem Speckle noise degrades image quality in coherent imaging systems.
method Theoretical and algorithmic analysis of likelihood-based approaches for multilook coherent imaging.
result Established the first theoretical upper bound on MSE of the maximum likelihood estimator.
Simplifies IV regression for high-dimensional instruments.
problem Nonlinear instrumental variable regression with high-dimensional instruments.
method Combines kernelized IV methods with an adaptive regression algorithm.
result Faster convergence and adaptability to feature dimensionality.
Proposes a model to generate 3D-aware images from 2D images.
problem Generating 3D-aware images from 2D images.
method Likelihood-based top-down model using Neural Radiance Fields and energy-based latent variables.
result Model can infer 3D object structures from 2D images and generate novel views.
SkewD robustly discovers causal relationships in skewed noise models.
problem Distinguishing cause from effect in skewed noise models.
method SkewD extends normal-distribution framework to skew-normal setting for reliable inference.
result SkewD remains robust under high skewness, improving reliability.
Likelihood-based generative models are the backbones of lossless compression due to the guaranteed existence of codes with lengths close to negative log likelihood. However, there is no guaranteed existence of computationally efficient codes that achieve these lengths, and coding algorithms must be hand-tailored to spe…
We propose a permutation-invariant loss function designed for the neural networks reconstructing a set of elements without considering the order within its vector representation. Unlike popular approaches for encoding and decoding a set, our work does not rely on a carefully engineered network topology nor by any addit…
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 is necessary and sufficient for preserving inference.
A Likelihood Based Approach to Distribution Regression Using Conditional Deep Generative Modelsmath.ST
We study likelihood-based methods for distribution regression with deep generative models.
problem Distribution regression with high-dimensional responses concentrated on a low-dimensional manifold.
method Likelihood-based approach using conditional deep generative models.
result Convergence rates for estimating conditional distributions in Hellinger and Wasserstein metrics.
Study on deep learning for speckle noise reduction in imaging modalities.
problem Multiplicative speckle noise challenges conventional deep learning methods for speckle denoising.
method Likelihood-based deep neural network (DNN) estimators for nonparametric regression under speckle noise.
result Established minimax rates for speckle denoising, matching those for additive Gaussian noise alone.
Differentiable resampling improves particle filter performance.
problem Non-differentiability of traditional resampling in particle filters.
method Introduced a neural network resampler (particle transformer) trained with a likelihood-based loss function.
result Learned resampling outperforms traditional methods on synthetic and real-world tasks.
Unified continuous diffusion model outperforms discrete alternatives in scalability and quality.
problem Continuous diffusion models were perceived as less scalable than discrete models.
method Reconstructed Plaid model and compared it with modern discrete DLMs, optimizing noise schedule and embeddings via likelihood.
result Unified continuous diffusion model (RePlaid) outperforms discrete models in compute efficiency and quality.
R package for Bayesian empirical likelihood sampling using HMC.
problem Sampling from non-convex Bayesian empirical likelihood posteriors.
method Hamiltonian Monte Carlo (HMC) algorithm for numerical integration.
result Efficient HMC sampling from BayesEL posteriors.
Improves sample quality of generative models using energy-based methods.
problem Low sample quality in generative models.
method Constructs an energy function on latent space, trains an energy-based model, and generates improved samples.
result Significant improvement in sample quality with minimal computational overhead.
New binary AA methods improve on existing techniques.
problem Binary data limitations in AA methods.
method Proposed two optimization frameworks for binary AA.
result Superior performance on synthetic and real binary data.
Likelihood-based generative models are a promising resource to detect out-of-distribution (OOD) inputs which could compromise the robustness or reliability of a machine learning system. However, likelihoods derived from such models have been shown to be problematic for detecting certain types of inputs that significant…
We address the problem of likelihood based inference for correlated diffusion processes using Markov chain Monte Carlo (MCMC) techniques. Such a task presents two interesting problems. First, the construction of the MCMC scheme should ensure that the correlation coefficients are updated subject to the positive definite…
In this article, we advance divide-and-conquer strategies for solving the community detection problem in networks. We propose two algorithms which perform clustering on a number of small subgraphs and finally patches the results into a single clustering. The main advantage of these algorithms is that they bring down si…
Supervised topic models utilize document's side information for discovering predictive low dimensional representations of documents. Existing models apply the likelihood-based estimation. In this paper, we present a general framework of max-margin supervised topic models for both continuous and categorical response var…
Unified framework for binary responses using AUC loss and low-rank constraint.
problem Statistical inefficiency and shared structure in fitting multiple binary responses.
method Pairwise AUC loss aggregation with low-rank constraint, scalable projected gradient descent.
result Unified framework outperforms likelihood-based approaches in challenging settings.
EL framework certifies and flags bias in ML models without distributional assumptions.
problem Systematic performance disparities across sensitive subpopulations in ML models.
method Empirical likelihood-based approach for non-parametric fairness auditing.
result EL framework outperforms bootstrap methods in certification and subpopulation discovery.
Deep Neyman-Scott Processesstat.ML
A deep Neyman-Scott process uses Poisson processes for efficient inference in complex point processes.
problem Efficient inference in complex hierarchical point processes.
method Developed an efficient posterior sampling via Markov chain Monte Carlo for likelihood-based inference.
result More hidden Poisson processes improve likelihood fitting and event prediction.
We introduce an alternative closed form lower bound on the Gaussian process () likelihood based on the Rényi -divergence. This new lower bound can be viewed as a convex combination of the Nyström approximation and the exact . The key advantage of this bound, is its capability to control a…
Policy gradient based reinforcement learning algorithms coupled with neural networks have shown success in learning complex policies in the model free continuous action space control setting. However, explicitly parameterized policies are limited by the scope of the chosen parametric probability distribution. We show t…
This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the problems of testing the presence of a single edge and constructing a uniform confidence subgraph. Due to the presence of unknown marginal trans…
In a series of recent papers Barndorff-Nielsen and Shephard introduce an attractive class of continuous time stochastic volatility models for financial assets where the volatility processes are functions of positive Ornstein-Uhlenbeck(OU) processes. This models are known to be substantially more flexible than Gaussian …
Develops diffusion models for time-varying correlation on the circle.
problem Time-varying correlation modeling on the circle.
method Stochastic processes on the unit circle, specifically Brownian motion and von Mises diffusion.
result Derives an accurate analytical approximation to the transition density of the von Mises diffusion.
Generates high-quality images using sparse DCT representations.
problem Challenges in generating images due to high dimensionality.
method Transformers trained on sparse DCT block sequences.
result Competitive image generation quality with state-of-the-art methods.
New findings suggest deep generative models can misclassify outliers, requiring new evaluation methods.
problem Deep generative models often assign higher likelihood to outliers, challenging existing outlier detection methods.
method Analyzed the typical set and high-density region of DGMs, proposing a novel outlier test.
result Existing likelihood-based outlier tests may fail due to model calibration issues, not just misclassification.
Deep generative models for graph-structured data offer a new angle on the problem of chemical synthesis: by optimizing differentiable models that directly generate molecular graphs, it is possible to side-step expensive search procedures in the discrete and vast space of chemical structures. We introduce MolGAN, an imp…
New algorithm clusters trajectories from multiple Markov chains with near-optimal error.
problem Clustering trajectories from multiple unknown Markov chains.
method Two-stage algorithm: spectral clustering followed by likelihood-based refinement.
result Achieves near-optimal clustering error with high probability.
We consider the problem of reconstructing the dynamic state matrix of transmission power grids from time-stamped PMU measurements in the regime of ambient fluctuations. Using a maximum likelihood based approach, we construct a family of convex estimators that adapt to the structure of the problem depending on the avail…
Paper proposes robust method to detect risk heterogeneity across ethnic groups.
problem Detecting risk heterogeneity across ethnic groups in ICU studies.
method Proposes a robust framework using Neyman orthogonality for inference.
result Demonstrates improved inferential stability and reduced bias compared to standard methods.
New analysis shows entropy term cancels out in likelihood-based OOD detection.
problem Curious likelihood values for out-of-distribution data.
method Decomposed average likelihood into KL divergence and entropy terms.
result Entropy term explains OOD behaviour and cancels out in expectation.
Class-conditional generative models hold promise to overcome the shortcomings of their discriminative counterparts. They are a natural choice to solve discriminative tasks in a robust manner as they jointly optimize for predictive performance and accurate modeling of the input distribution. In this work, we investigate…
In conventional supervised pattern recognition tasks, model selection is typically accomplished by minimizing the classification error rate on a set of so-called development data, subject to ground-truth labeling by human experts or some other means. In the context of speech processing systems and other large-scale pra…
Autoregressive models (ARMs) currently hold state-of-the-art performance in likelihood-based modeling of image and audio data. Generally, neural network based ARMs are designed to allow fast inference, but sampling from these models is impractically slow. In this paper, we introduce the predictive sampling algorithm: a…
Improved hypothesis testing and change-point detection using diffusion-based methods.
problem Limited power of score-based hypothesis tests and change-point detection.
method Extending score-based Fisher divergence to diffusion-divergence by multiplying score functions with a matrix-valued function or weight matrix.
result Theoretical quantification and demonstration of optimal performance of diffusion-based algorithms.
The Truncation Blind Spot: How Decoding Strategies Systematically Exclude Human-Like Token Choicescs.CL
Decoding strategies often exclude human-like tokens, creating a detectable gap in generated text.
problem Decoding strategies exclude contextually appropriate but statistically rare tokens, creating a detectable gap in generated text.
method Analysis of 1.8 million texts across 8 language models, 5 decoding strategies, and 53 hyperparameter configurations.
result 8-18% of human-selected tokens fall outside typical truncation boundaries, indicating a detectable gap.
Noise-Calibrated Inference from Differentially Private Sufficient Statistics in Exponential Familiescs.LG
This paper provides a method for noise-calibrated inference from DP synthetic data.
problem Inference from DP synthetic data is often miscalibrated and lacks principled uncertainty quantification.
method Release DP sufficient statistics, perform noise-calibrated likelihood-based inference, and optional synthetic data generation.
result Asymptotic normality and valid confidence intervals for the plug-in DP MLE.