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Parameter estimation

Parameter estimation is the process of using observed data to determine values for unknown parameters in a statistical or other mathematical model. It may involve estimating one or more parameters that govern the model, using methods such as maximum likelihood, and the resulting values are used to describe or fit the model to the data.

6 items

GibbsDDRM: A Partially Collapsed Gibbs Sampler for Solving Blind Inverse Problems with Denoising Diffusion Restoration

GibbsDDRM: A Partially Collapsed Gibbs Sampler for Solving Blind Inverse Problems with Denoising Diffusion Restoration

Naoki Murata, Koichi Saito, Chieh-Hsin Lai, Yuhta Takida, Toshimitsu Uesaka, Yuki Mitsufuji, Stefano Ermon

OrganizationsSony CorporationStanford University

Why you should read this

Proposes a partially collapsed Gibbs sampling framework that enables pre-trained diffusion models to solve blind inverse problems like image deblurring and vocal dereverberation without requiring fine-tuning or specialized priors for the unknown measurement operator.

Pre-trained diffusion models have been successfully used as priors in a variety of linear inverse problems, where the goal is to reconstruct a signal from noisy linear measurements. However, existing approaches require knowledge of the linear operator. In this paper, we propose GibbsDDRM, an extension of Denoising Diffusion Restoration Models (DDRM) to a blind setting in which the linear measurement operator is unknown. GibbsDDRM constructs a joint distribution of the data, measurements, and linear operator by using a pre-trained diffusion model for the data prior, and it solves the problem by posterior sampling with an efficient variant of a Gibbs sampler. The proposed method is problem-agnostic, meaning that a pre-trained diffusion model can be applied to various inverse problems without fine-tuning. In experiments, it achieved high performance on both blind image deblurring and vocal dereverberation tasks, despite the use of simple generic priors for the underlying linear operators.

Added

2026-10-02

Self-Paced Learning for Latent Variable Models

Self-Paced Learning for Latent Variable Models

M. P. Kumar, Ben Packer, D. Koller

OrganizationsStanford University

Why you should read this

Introduces a self-paced learning framework that dynamically selects training samples from easiest to hardest to prevent latent variable models from getting trapped in poor local optima.

Latent variable models are a powerful tool for addressing several tasks in machine learning. However, the algorithms for learning the parameters of latent variable models are prone to getting stuck in a bad local optimum. To alleviate this problem, we build on the intuition that, rather than considering all samples simultaneously, the algorithm should be presented with the training data in a meaningful order that facilitates learning. The order of the samples is determined by how easy they are. The main challenge is that often we are not provided with a readily computable measure of the easiness of samples. We address this issue by proposing a novel, iterative self-paced learning algorithm where each iteration simultaneously selects easy samples and learns a new parameter vector. The number of samples selected is governed by a weight that is annealed until the entire training data has been considered. We empirically demonstrate that the self-paced learning algorithm outperforms the state of the art method for learning a latent structural SVM on four applications: object localization, noun phrase coreference, motif finding and handwritten digit recognition.

Added

2026-09-24

On Model Selection Consistency of Lasso

On Model Selection Consistency of Lasso

Peng Zhao, Bin Yu

OrganizationsUniversity of California Berkeley

Why you should read this

Establishes the Irrepresentable Condition as an almost necessary and sufficient criterion for the Lasso to achieve consistent model selection in both classical and high-dimensional linear regression settings.

Sparsity or parsimony of statistical models is crucial for their proper interpretations, as in sciences and social sciences. Model selection is a commonly used method to find such models, but usually involves a computationally heavy combinatorial search. Lasso (Tibshirani, 1996) is now being used as a computationally feasible alternative to model selection. Therefore it is important to study Lasso for model selection purposes. In this paper, we prove that a single condition, which we call the Irrepresentable Condition, is almost necessary and sufficient for Lasso to select the true model both in the classical fixed p setting and in the large p setting as the sample size n gets large. Based on these results, sufficient conditions that are verifiable in practice are given to relate to previous works and help applications of Lasso for feature selection and sparse representation. This Irrepresentable Condition, which depends mainly on the covariance of the predictor variables, states that Lasso selects the true model consistently if and (almost) only if the predictors that are not in the true model are “irrepresentable” (in a sense to be clarified) by predictors that are in the true model. Furthermore, simulations are carried out to provide insights and understanding of this result.

Added

2026-09-14