maximum likelihood
Empirical Bayes Rebiasing
Ling, Wanyi, Li, Sida, Guan, Junming, Ignatiadis, Nikolaos
We study methods for simultaneous analysis of many noisy and biased estimates, each paired with an even noisier estimate of its own bias. The analyst's goal is to construct short calibrated intervals for each parameter. The standard debiasing approach, which subtracts the bias estimate from each biased estimate, inflates variance and yields long intervals. In this paper, we propose an empirical Bayes rebiasing strategy that starts from the fully debiased estimates and learns from data how much bias to reintroduce by estimating the unknown bias distribution. We provide convergence rates for the coverage of our intervals when the bias distribution is estimated using nonparametric maximum likelihood. Furthermore, we demonstrate substantial precision gains in prediction-powered inference, including pairwise LLM win-rate evaluations, as well as for inference of direct genetic effects in family-based GWAS.
A two-step sequential approach for hyperparameter selection in finite context models
Contente, Josรฉ, Martins, Ana, Pinho, Armando J., Gouveia, Sรณnia
Finite-context models (FCMs) are widely used for compressing symbolic sequences such as DNA, where predictive performance depends critically on the context length k and smoothing parameter ฮฑ. In practice, these hyperparameters are typically selected through exhaustive search, which is computationally expensive and scales poorly with model complexity. This paper proposes a statistically grounded two-step sequential approach for efficient hyperparameter selection in FCMs. The key idea is to decompose the joint optimization problem into two independent stages. First, the context length k is estimated using categorical serial dependence measures, including Cramรฉr's ฮฝ, Cohen's \k{appa} and partial mutual information (pami). Second, the smoothing parameter ฮฑ is estimated via maximum likelihood conditional on the selected context length k. Simulation experiments were conducted on synthetic symbolic sequences generated by FCMs across multiple (k, ฮฑ) configurations, considering a four-letter alphabet and different sample sizes. Results show that the dependence measures are substantially more sensitive to variations in k than in ฮฑ, supporting the sequential estimation strategy. As expected, the accuracy of the hyperparameter estimation improves with increasing sample size. Furthermore, the proposed method achieves compression performance comparable to exhaustive grid search in terms of average bitrate (bits per symbol), while substantially reducing computational cost. Overall, the results on simulated data show that the proposed sequential approach is a practical and computationally efficient alternative to exhaustive hyperparameter tuning in FCMs.
Reward Augmented Maximum Likelihood for Neural Structured Prediction
A key problem in structured output prediction is enabling direct optimization of the task reward function that matters for test evaluation. This paper presents a simple and computationally efficient method that incorporates task reward into maximum likelihood training. We establish a connection between maximum likelihood and regularized expected reward, showing that they are approximately equivalent in the vicinity of the optimal solution. Then we show how maximum likelihood can be generalized by optimizing the conditional probability of auxiliary outputs that are sampled proportional to their exponentiated scaled rewards. We apply this framework to optimize edit distance in the output space, by sampling from edited targets. Experiments on speech recognition and machine translation for neural sequence to sequence models show notable improvements over maximum likelihood baseline by simply sampling from target output augmentations.