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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.

169,181 papers · 148 categories

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142283425566 · Jun 202019922001200920182026
48 results for maximum likelihood estimate

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.

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.

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.

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.

We present a new statistical learning paradigm for Boltzmann machines based on a new inference principle we have proposed: the latent maximum entropy principle (LME). LME is different both from Jaynes maximum entropy principle and from standard maximum likelihood estimation.We demonstrate the LME principle BY deriving …

2012-10-19abs ↗pdf ↗

We develop a maximum penalized quasi-likelihood estimator for estimating in a nonparametric way the diffusion function of a diffusion process, as an alternative to more traditional kernel-based estimators. After developing a numerical scheme for computing the maximizer of the penalized maximum quasi-likelihood function…

2010-08-14abs ↗pdf ↗

The paper analyzes a recursive ML estimation method for non-linear state-space models.

problem Estimating maxima of the log-likelihood function in non-linear state-space models.
method Recursive maximum likelihood estimation using particle approximation to the optimal filter derivative.
result The algorithm accurately estimates maxima of the log-likelihood when the number of particles is sufficiently large.

A new method speeds up quantum state estimation.

problem Exponential growth in sample size and dimension for quantum state tomography.
method Stochastic mirror descent with Burg entropy.
result Optimization error vanishes at a O((1/t)dlogt)O (\sqrt{ ( 1 / t ) d \log t }) rate.

New particle algorithms optimize latent variable models.

problem Optimizing latent variable models for maximum likelihood estimation.
method Identify gradient flows associated with free energy functional and discretize them to create particle-based algorithms.
result Novel particle algorithms scale to high-dimensional settings and perform well in experiments.

New method estimates latent gene expression factors without overlap with known confounders.

problem Estimating latent variance components in gene expression data with known confounders.
method Restricted maximum-likelihood method maximizing likelihood on orthogonal subspace.
result Method reduces runtime and attains greater likelihood values than gradient-based optimizers.

Efficiently estimates GEV distribution parameters using neural networks.

problem Computational intensity of maximum likelihood estimation for GEV distribution.
method Neural network-based likelihood-free estimation method.
result Comparable accuracy to maximum likelihood method with significant speedup.

Proposes a guaranteed regularization method for maximum likelihood estimation using gauge symmetry in Kullback-Leibler divergence.

problem Overfitting in maximum likelihood estimation.
method Introduces a regularization approach based on gauge symmetry in Kullback-Leibler divergence.
result The method provides a theoretically guaranteed optimal model without frequent hyperparameter tuning.

This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood estimate. We argue that choosing the maximum log-likelihood estimate (as well as the max…

2011-10-12abs ↗pdf ↗

This work studies the exact likelihood of DLVMs and its applications in inference.

problem The lack of attention to the exact likelihood of DLVMs and its implications for inference.
method Investigation of the properties of the exact likelihood, maximum likelihood estimation, and missing data imputation.
result The exact likelihood can be leveraged to ensure the existence of maximum likelihood estimates and improve missing data imputation.

The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics Letters A (346), 2005] and put the application of the method on a firm theoretical …

2006-11-10abs ↗pdf ↗

Unified plug-in approach for estimating symmetric properties of distributions efficiently.

problem Estimating symmetric properties of distributions with high accuracy and efficiency.
method Profile-maximum-likelihood (PML) based estimator.
result Achieves theoretical limit for universal symmetric property estimation.

The paper analyzes how to estimate Gaussian process parameters accurately.

problem Estimating parameters of Gaussian process kernels from noisy data.
method Maximum likelihood estimation of the scale parameter of a Sobolev kernel.
result Maximum likelihood estimation provides significant adaptation against misspecification.

Improved MMD estimator for likelihood-free inference.

problem Computational challenges in estimating MMD for likelihood-free inference.
method Optimally-weighted MMD estimator with improved sample complexity.
result Significantly improved sample complexity for accurate MMD estimation.

The EM algorithm is a novel numerical method to obtain maximum likelihood estimates and is often used for practical calculations. However, many of maximum likelihood estimation problems are nonconvex, and it is known that the EM algorithm fails to give the optimal estimate by being trapped by local optima. In order to …

2016-06-05abs ↗pdf ↗

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.

New guarantees for MRLEs in prediction accuracy.

problem Prediction accuracy in high-dimensional statistics.
method Derive guarantees for MRLEs in Kullback-Leibler divergence under convex parametrization and positive homogeneity.
result MRLEs are broadly consistent in prediction regardless of model conditions.

New method for efficient maximum likelihood estimation of pp-generalized probit regression.

problem Efficient estimation of pp-generalized probit regression models.
method Combining sketching techniques with importance subsampling to obtain a coreset.
result Maximum likelihood estimator can be approximated efficiently up to a factor of (1+ε)(1+\varepsilon) on large data.

Efficient likelihood computation improves kernel learning accuracy for complex models.

problem Improving accuracy of kernel learning for complex models and sparse signals.
method Exact likelihood computation using Kalman filter and diagonalized state transition equation.
result Posterior mean with reference prior is more accurate for complex models and sparse sampling.

A scalable method for estimating spatial data using VREML.

problem Costly computation of REML for large, sparse precision matrices in spatial data.
method Proposes VREML framework approximating marginal likelihood with Gaussian variational distribution and deriving a coordinate-ascent algorithm.
result Empirically shows VREML outperforms MLE and INLA.

A new method normalizes EBM training by introducing a learnable parameter.

problem Training energy-based models with maximum likelihood is challenging due to intractable normalisation constants.
method Proposes a self-normalised log-likelihood (SNL) objective that introduces a learnable parameter representing the normalisation constant.
result The SNL objective is a lower bound of the log-likelihood and can be directly optimised using stochastic gradient techniques.

Maximum likelihood with bias-corrected calibration outperforms label shift adaptation methods.

problem Label shift adaptation in settings where class prevalence changes.
method Combining maximum likelihood with bias-corrected calibration, without model retraining.
result Maximum likelihood with bias-corrected calibration outperforms BBSL and RLLS.