惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
博客园_首页
Vercel News
Vercel News
Last Week in AI
Last Week in AI
罗磊的独立博客
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
IT之家
IT之家
美团技术团队
U
Unit 42
Google DeepMind News
Google DeepMind News
P
Proofpoint News Feed
J
Java Code Geeks
V
V2EX
量子位
腾讯CDC
S
SegmentFault 最新的问题
The GitHub Blog
The GitHub Blog
G
Google Developers Blog
D
DataBreaches.Net
雷峰网
雷峰网
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
博客园 - 聂微东
L
LangChain Blog
C
Check Point Blog

math.ST updates on arXiv.org

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
Eigenstructure of Maximum Likelihood from Counts Data
Fanghu Dong · 2013-01-16 · via math.ST 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.