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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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5099149198 · Jun 202019922001200920172026
48 results for nonparametric maximum likelihood

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.

Consistent estimator for mixtures of nonparametric elliptical distributions helps cluster analysis.

problem Consistency of maximum likelihood estimator for mixtures of nonparametric elliptical distributions.
method Maximum likelihood estimation for mixtures of elliptically-symmetric distributions under nonparametric PP.
result Components of the estimator correspond to well-separated components of the underlying distribution PP.

Paper derives convergence rates for NPMLE in Hellinger distance using deep neural networks.

problem Difficulty in proving convergence of excess risk in nonparametric logistic regression.
method Unified approach for analyzing NPMLE, deriving convergence rates in Hellinger distance.
result Derives nearly optimal convergence rates for NPMLE with deep neural networks.

Alternative hypothesis tests for class-conditional noise using local maximum likelihood.

problem Assessing label noise in supervised learning datasets.
method Proposes hypothesis tests based on local maximum likelihood estimation for nonparametric logistic regression.
result Shows improved applicability and flexibility of the proposed tests compared to parametric approaches.

Develops a nonparametric method to estimate isotropic covariance functions efficiently.

problem Estimating isotropic covariance functions without assuming a specific parametric form.
method Uses Bernstein polynomials and sieve maximum likelihood estimation.
result Consistent estimator with improved performance compared to parametric and nonparametric alternatives.

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 paper proposes a method to estimate latent structures in multivariate data without assuming their existence.

problem Estimating latent structures in multivariate distributions that are difficult to identify and reflect the data generating mechanism.
method A model-free approach using a multiscale nonparametric maximum likelihood estimator.
result The method captures meaningful discrete structure at different scales and integrates them to yield an interpretable discrete representation.

A new method debiases multiple target parameters without IFs.

problem Debiasing multiple target parameters in nonparametric models.
method Kernel Debiased Plug-in Estimation (KDPE) using TMLE and reproducing kernel Hilbert spaces.
result KDPE simultaneously debiases all pathwise differentiable target parameters.

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 ↗

Paper improves matrix-valued data classification using nonparametric LDA.

problem Classification of matrix-valued data in neuroimaging and signal processing.
method Nonparametric LDA based on NPMLE for vectorized and scaled matrices.
result Improves classification performance across various data structures.

This paper solves nonparametric estimation of continuous DPPs using kernel methods.

problem Estimating continuous Determinantal Point Processes (DPPs) without assuming a parametric form.
method Developed a fixed point algorithm based on a representer theorem for nonnegative functions in RKHS.
result Demonstrated a finite-dimensional problem for nonparametric MLE of continuous DPPs.

Maximum likelihood estimation of energy-based models is a challenging problem due to the intractability of the log-likelihood gradient. In this work, we propose learning both the energy function and an amortized approximate sampling mechanism using a neural generator network, which provides an efficient approximation o…

2019-01-24abs ↗pdf ↗

Deep latent variable models (DLVMs) combine the approximation abilities of deep neural networks and the statistical foundations of generative models. Variational methods are commonly used for inference; however, the exact likelihood of these models has been largely overlooked. The purpose of this work is to study the g…

2018-02-13abs ↗pdf ↗

The parsimonious Gaussian mixture models, which exploit an eigenvalue decomposition of the group covariance matrices of the Gaussian mixture, have shown their success in particular in cluster analysis. Their estimation is in general performed by maximum likelihood estimation and has also been considered from a parametr…

2015-01-14abs ↗pdf ↗

A new model predicts discrete events with flexible, nonparametric baseline and excitation.

problem Limited flexibility in discrete Hawkes models for event prediction.
method Gaussian Process Discrete Hawkes Process (GP-DHP) with collapsed latent representation.
result Improves predictive log-likelihood for diverse event patterns.

Synthesizes sensor likelihoods to enforce accuracy constraints in uncertain systems.

problem Designing sensing architectures for systems with uncertain or unavailable sensor models and accuracy requirements.
method Inverts the design flow, synthesizing measurement likelihoods that minimize Kullback-Leibler divergence from the prior while enforcing an accuracy bound.
result The method synthesizes a maximum-entropy posterior and induced likelihood, accommodating various discrepancy metrics.

The paper tackles manifold overfitting in deep generative models.

problem Manifold overfitting occurs when generative models learn the manifold itself instead of the distribution on it.
method The authors propose a two-step procedure: dimensionality reduction followed by maximum-likelihood density estimation.
result The two-step procedure avoids manifold overfitting and enables density estimation on learned manifolds.

NPMLE estimator automatically chooses the right model complexity for Gaussian mixtures.

problem Learning mixture models and empirical Bayes estimation with non-convex likelihoods.
method Nonparametric maximum likelihood estimator (NPMLE) using complex-analytic techniques.
result NPMLE solution has O(logn)O(\log n) atoms with high probability, improving model complexity.

Proposes a semi-Bayesian nonparametric estimator for MMD in GOF tests and GANs.

problem Challenges in goodness-of-fit testing for intractable models.
method Semi-Bayesian nonparametric estimator of MMD.
result Outperforms frequentist MMD-based methods in false rejection and acceptance rates.

New algorithm for computing Gaussian mixtures with guaranteed accuracy and efficiency.

problem Computing the nonparametric maximum likelihood estimator for Gaussian mixtures efficiently and accurately.
method Developed an algorithm that computes an ε-approximation of the estimator in Wasserstein distance with time complexity K+Cnk2loglog(1/ε)K+Cnk^2\log\log(1/\varepsilon), and certifiably computes the exact number of components.
result The algorithm provides guaranteed accuracy and efficiency for computing the nonparametric maximum likelihood estimator for Gaussian mixtures.

Markov jump processes (MJPs) are used to model a wide range of phenomena from disease progression to RNA path folding. However, maximum likelihood estimation of parametric models leads to degenerate trajectories and inferential performance is poor in nonparametric models. We take a small-variance asymptotics (SVA) appr…

2015-03-01abs ↗pdf ↗

Two EM algorithms estimate prior distributions in mixture of linear regressions.

problem Estimating prior distributions in mixture of linear regressions.
method Two EM algorithms: one for continuous priors, one for discrete priors.
result Both algorithms accurately estimate prior distributions and the number of clusters.

We study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α(1,2)α\in(1,2)). We show that, in such a case, the Gini coefficient cannot be reliably estimated usin…

2017-07-05abs ↗pdf ↗

ETM models improve efficiency in semi-supervised logistic regression.

problem Improving efficiency in logistic regression with limited labeled data.
method Developed exponential tilt mixture (ETM) models for semi-supervised estimation.
result ETM-based estimation demonstrates improved efficiency over supervised logistic regression.

Projection pursuit model improves Gaussian process regression for high-dimensional data.

problem Scalability issues with traditional Gaussian process models in high dimensions.
method Additive Gaussian process regression with dimension expansion and gradient descent.
result The proposed method approximates more complex functions and outperforms traditional models.

Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals. Though fundamental and widely applicable, nonparametric conditional density estimat…

2012-06-20abs ↗pdf ↗

New algorithm for fitting Gaussian mixtures using Wasserstein-Fisher-Rao geometry.

problem Hard problem of fitting Gaussian mixture models to data computationally.
method Gradient descent over Wasserstein-Fisher-Rao geometry for probability measures.
result Established convergence guarantees for the proposed algorithm.

New method for sequential probability assignment reduces regret using contextual Shtarkov sums.

problem Minimizing regret in sequential probability assignment with arbitrary hypothesis classes.
method Introducing contextual Shtarkov sum and contextual Normalized Maximum Likelihood (cNML) algorithm.
result The contextual Shtarkov sum characterizes minimax regret and provides a minimax optimal strategy.

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.

Maximum likelihood training improves the performance of score-based diffusion models.

problem Training score-based diffusion models with maximum likelihood.
method Trained by minimizing a weighted combination of score matching losses, with a specific weighting scheme that bounds negative log-likelihood.
result Maximum likelihood training improves the log-likelihood of score-based diffusion models across multiple datasets.

BMTI method estimates densities without bins, outperforming traditional estimators.

problem Nonparametric, robust, and data-efficient density estimation in high-dimensional spaces.
method BMTI integrates log-density differences between neighboring points, weighted by uncertainties, using a maximum-likelihood formulation.
result BMTI reconstructs smooth profiles in high-dimensional spaces, outperforming traditional estimators.