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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Novel Tau-Informed Initialization for Maximum Likelihood ...
Anna van Es, Eva Cantoni · 2025-11-17 · via math.ST updates on arXiv.org

We study Gaussian-copula models with discrete margins, with primary emphasis on low-count (Poisson) data. Our goal is exact yet computationally efficient maximum likelihood (ML) estimation in regimes where many observations contain small counts, which imperils both identifiability and numerical stability. We develop three novel Kendall's tau-based approaches for initialization tailored to discrete margins in the low-count regime and embed it within an inference functions for margins (IFM) inspired start. We present three practical initializers (exact, low-intensity approximation, and a transformation-based approach) that substantially reduce the number of ML iterations and improve convergence. For the ML stage, we use an unconstrained reparameterization of the model's parameters using the log and spherical-Cholesky and compute exact rectangle probabilities. Analytical score functions are supplied throughout to stabilize Newton-type optimization. A simulation study across dimensions, dependence levels, and intensity regimes shows that the proposed initialization combined with exact ML achieves lower root-mean-squared error, lower bias and faster computation times than the alternative procedures. The methodology provides a pragmatic path to retain the statistical guarantees of ML (consistency, asymptotic normality, efficiency under correct specification) while remaining tractable for moderate- to high-dimensional discrete data. We conclude with guidance on initializer choice and discuss extensions to alternative correlation structures and different margins.