arXiv Statistics ML

Likelihood Based Inference in Fully and Partially Observed Exponential Family Graphical Models with Intractable Normalizing Constants

arXiv Machine Learning
Jun 9

Dendrograms of Mixing Measures for Softmax-Gated Gaussian Mixture of Experts: Consistency Without Model Sweeps

arXiv:2510. 12744v2 Announce Type: replace-cross Abstract: We develop a unified statistical framework for softmax-gated Gaussian mixture of experts (SGMoE) that addresses three long-standing obstacles in parameter estimation and model selection: (i) non-identifiability of gating parameters up to common translations, (ii) intrinsic gate-expert interactions that induce coupled differential relations in the likelihood, and (iii) the tight numerator-denominator coupling in the softmax-induced conditional density.

By Do Tien Hai, Trung Nguyen Mai, TrungTin Nguyen, Nhat Ho, Binh T. Nguyen, Christopher Drovandi
arXiv Machine Learning
Jun 24

The Degeneracy Distillery

arXiv:2606. 23838v1 Announce Type: new Abstract: When two or more parameters or labels produce similar data, they are degenerate, or hard to distinguish.

By T. Lucas Makinen, Deaglan J. Bartlett, Niall Jeffrey, Benjamin D. Wandelt
arXiv Statistics ML
1d ago

On the Nonasymptotic Scaling Guarantee of Hyperparameter Estimation in Inhomogeneous, Weakly-Dependent Complex Network Dynamical Systems

The paper develops a nonasymptotic theoretical framework for estimating hyperparameters in hierarchical Bayesian models applied to large, inhomogeneous complex network dynamical systems. It provides bounds on the deviation of hyperparameter estimates as network size grows, first for independent nodes and then extending to weakly‑dependent nodes, and validates these results with numerical experiments on SIS and spiking neuronal network models.

By Yi Yu, Yubo Hou, Yinchong Wang, Nan Zhang, Jianfeng Feng, Wenlian Lu
arXiv Machine Learning
Sep 14

A Generalized Tangent Approximation based Variational Inference Framework for Strongly Super-Gaussian Likelihoods

The paper introduces a new variational inference framework that uses tangent transformations to handle strongly super‑Gaussian likelihoods across a wide range of probability models. By constructing tangent minorants of the log‑likelihood through convex duality, the method achieves conjugacy with Gaussian priors, enabling tractable inference where traditional approaches struggle. The authors provide algorithmic convergence guarantees and near‑parametric risk bounds, and demonstrate superior scalability and accuracy on both simulated and real‑world datasets compared to existing variational algorithms.

By Somjit Roy, Pritam Dey, Debdeep Pati, Bani K. Mallick