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cs.DS updates on arXiv.org

PAC Learning with Bandit Feedback: Sharp Sample Complexity in the Realizable Setting Algorithms with Polynomially-Improved Approximation Factors for the $2 \rightarrow q$ Norm, and Applications A computational phase transition for learning-to-sample from Ising models Covering vertices by sequential stars Fermi-Dirac machines as quantizations of neurons A Comprehensive Evaluation of Vertex Elimination Algorithms for Algorithmic Differentiation A Tight Bound on Localization of Electrical Flows Optimal Dimension-Free Sampling for Regularized Classification Reducing the Randomness in Partition Oracles for Bounded Degree Minor-Free Graphs Beyond the Half-Approximation: Fair and Efficient Online Class Matching Efficient Uniform Sampling of Surjections via their Profiles Tractable Maximization of Budgeted Phylogenetic Diversity on Networks Utilizing Node Scanwidth Fairness in Aggregation: Optimal Top-$k$ and Improved Full Ranking Learning-Augmented Online Scheduling with Parsimonious Preemption Entropy Equivalence Testing Lumberjack: Better Differentially Private Random Forests through Heavy Hitter Detection in Trees The Secretary Problem with a Stochastic Precursor Polynomial-Time Robust Multiclass Linear Classification under Gaussian Marginals Efficient Banzhaf-Based Data Valuation for $k$-Nearest Neighbors Classification Block-Sphere Vector Quantization An Approximation Algorithm for Graph Label Selection Iterative Chow Filtering for Learning with Distribution Shift Complexity of Non-Log-Concave Sampling in Fisher Information Stochastic Matching via Local Sparsification Finite Sample Bounds for Learning with Score Matching What is Learnable in Valiant's Theory of the Learnable? Provable Quantization with Randomized Hadamard Transform Min-Max Optimization Requires Exponentially Many Queries Fast and Compact Graph Cuts for the Boykov-Kolmogorov Algorithm A proximal gradient algorithm for composite log-concave sampling
Eigenstructure of Maximum Likelihood from Counts Data
Fanghu Dong · 2013-01-16 · via cs.DS updates on arXiv.org

The MLE (Maximum Likelihood Estimate) for a multinomial model is proportional to the data. We call such estimate an eigenestimate and the relationship of it to the data as the eigenstructure. When the multinomial model is generalized to deal with data arise from incomplete or censored categorical counts, we would naturally look for this eigenstructure between MLE and data. The paper finds the algebraic representation of the eigenstructure (put as Eqn (2.1)), with which the intuition is visualized geometrically (Figures 2.2 and 4.3) and elaborated in a theory (Section 4). The eigenestimate constructed from the eigenstructure must be a stationary point of the likelihood, a result proved in Theorem 4.42. On the bridge between the algebraic definition of Eqn (2.1) and the Proof of Theorem 4.42, we have exploited an elementary inequality (Lemma 3.1) that governs the primitive cases, defined the thick objects of fragment and slice which can be assembled like mechanical parts (Definition 4.1), proved a few intermediary results that help build up the intuition (Section 4), conjectured the universal existence of an eigenestimate (Conjecture 4.32), established a criterion for boundary regularity (Criterion 4.37), and paved way (the Trivial Slicing Algorithm (TSA)) for the derivation of the Weaver algorithms (Section 5) that finds the eigenestimate by using it to reconstruct the observed counts through the eigenstructure, the reconstruction is iterative but derivative-free and matrix-inversion-free. As new addition to the current body of algorithmic methods, the Weaver algorithms craftily tighten threads that are weaved on a rectangular grid (Figure 2.3), and is one incarnation of the TSA. Finally, we put our method in the context of some existing methods (Section 6). Softwares are pseudocoded and put online. Visit http://hku.hk/jdong/eigenstruct2013a.html for demonstrations and download.