Parameter Estimation

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9 papers in the last four weeks, against 2 the four weeks before. 0.1% of all new papers.

Jul 13Week of Sep 28

Latest papers 84

Jul 6, 2026stat.ML

Decomposition for Bayesian Networks: Local and Parallel Inference

Probabilistic inference in high-dimensional Bayesian networks is difficult because exact manipulation of the joint distribution scales exponentially with network size. We propose a decomposition framework based on directed convex subgraphs and introduce a minimal d-decomposition tree. Together, they provide a principled alternative to classical junction-tree constructions. The proposed framework represents the joint distribution by lower-dimensional sub-models that can be learned and stored separately. This decomposition reduces computational cost and naturally enables parallel computation. Based on a minimal d-decomposition tree, we further develop two parallel algorithms for parameter estimation and probabilistic inference. Experiments show that the proposed method substantially improves computational efficiency over junction-tree methods while maintaining inference accuracy, especially for low-dimensional queries.

Pei Heng, Xinyi Hu, Yi Sun

Institute of Statistics and Data Science, Xinjiang University of Finance and Economics, Urumqi, China

Parameter Estimation Bayesian Networks Probabilistic Graphical Models

Jul 4, 2026cs.LG

A Gradient Flow Perspective on Minimum MMD Estimation

Minimum maximum mean discrepancy (MMD) estimation has emerged as a robust and likelihood-free alternative to maximum likelihood estimation for parameter estimation. Yet, despite its practical success, the associated optimization problem remains poorly understood, with theoretical guarantees for existing algorithms hinging on convexity assumptions that rarely hold in practice. We address this gap by proposing a preconditioned gradient descent (PGD) scheme, establishing its asymptotic \emph{global} convergence under explicit gradient-dominance and projection-residual conditions. Our approach is inspired by recent progress on MMD gradient flows, a nonparametric descent scheme on the space of probability measures. We provide extensive empirical evidence that our PGD scheme outperforms standard gradient descent across a range of challenging parameter estimation and composite hypothesis testing problems.

Sophia Seulkee Kang, Louis Sharrock, Xiaoyuan Cheng +2

Independent Researcher · University College London

Parameter Estimation Maximum Mean Discrepancy Gradient Descent Stochastic Optimization Convergence

Jul 1, 2026stat.ML

Neural Network-Based Estimation of Time-Dependent Parameters in AR(p) Processes

We investigate a forecasting framework based on a simple discrete-time dynamic model with coefficients varying in time. The parameters of the model are recovered within a deep learning framework, which makes it possible to retain a transparent parametric structure while simultaneously accounting for complex and nonstationary patterns in the observed phenomenon. Our analysis covers two specifications of the noise process. Besides the standard Gaussian setting, we also consider Laplace-distributed noise, which can offer a more adequate description in the presence of heavier tails and sharper local fluctuations. For both cases, we formulate the predictive scheme of the model and analyze the associated uncertainty quantification, including the construction of prediction intervals. The results illustrate that a relatively simple model, when combined with time-dependent parameter estimation, can serve as a mathematically tractable and practically flexible tool for forecasting complex dynamics under different noise assumptions. The general model is stated for TVAR(

p

), while the prediction-interval formulas and the numerical experiments are developed for the TVAR(1) case.

Agnieszka Kopeć, Paweł Przybyłowicz, Martyna Wiącek

Parameter Estimation Probabilistic Forecasting Non-Stationary Time Series Forecasting Regression Prediction Intervals Autoregressive Modeling

Jun 25, 2026stat.ML

XMSE-Aware Adaptive Empirical Bayes Estimation

Empirical Bayes (EB) estimators can match the first-order asymptotic risk of maximum likelihood (ML) while behaving very differently at second order: recent excess mean squared error (XMSE) analysis shows that kernel-based EB estimation may be worse than ML when the kernel is poorly aligned with the true parameter. This paper turns that diagnostic into a design principle. We propose an XMSE-aware mixed estimator that interpolates between ML and EB shrinkage. Its fixed-weight XMSE is a scalar quadratic, yielding a closed-form oracle mixing weight that is no worse than both ML and the base EB estimator at the XMSE scale. A plug-in implementation based on finite-sample XMSE approximations is proved consistent, with a second-order oracle regret rate for an interior oracle weight. We further establish a transfer of the regret bound to the fixed-weight risk curve evaluated at the selected weight, a thresholded boundary rule, and extensions to compact kernel families and to finite and growing kernel dictionaries with high-probability oracle bounds. Finite impulse response simulations with SURE-tuned, hard-selection, and trace-corrected baselines, together with the public Silverbox and Cascaded Tanks benchmarks, show that the proposed estimator retains most of the benefit of regularization when it is helpful and retreats toward ML under kernel misspecification, with an identified finite-de analyzed on the benchmarks.

Minghao Chen, Jiale Zheng

Tencent Technology, Shenzhen, China · Huawei Noah’s Ark Lab, Shenzhen, China

Parameter Estimation Empirical Bayes Bayesian Inference Kernel Methods

Jun 23, 2026cs.LG

Learning Dynamical Systems from Multiple Sparse Datasets: A Hierarchical Bayesian Modeling Approach

Estimating parameters of dynamical systems from sparse, noisy, and irregularly sampled data is often severely ill-conditioned. When multiple related datasets are available, they provide additional information if the shared structure and variability are properly modeled. We propose a hierarchical Bayesian framework for probabilistic meta-learning in dynamical systems, modeling dataset-specific parameters as draws from a shared population distribution. A numerical ODE solver is embedded within gradient-based MCMC to enable efficient posterior inference of the shared population and dataset-specific parameter distribution. Experiments show improved predictive performance over unpooled methods, highlighting the potential for data-efficient system identification in settings with sparse data.

Cristian Brugnara, Lea Multerer, Marco Forgione +1

SUPSI, Dalle Molle Institute for Artificial Intelligence (IDSIA USI-SUPSI), Lugano, Switzerland

Irregular Time-Series Modeling Parameter Estimation Meta-Learning Bayesian Inference Nonlinear System Identification Hierarchical Bayesian Modeling+1

Jun 22, 2026cs.LG

The Degeneracy Distillery

When two or more parameters or labels produce similar data, they are degenerate, or hard to distinguish. Degeneracies render both label prediction and inverse problems difficult, since both machine learning algorithms and probabilistic samplers rely on the distinguishability of data and its gradients with respect to parameters. However, identifying degeneracies in physical models or real-world datasets can be elucidating about the choice of model or the underlying process that produces the data. We present the degeneracy distillery, a method that (1) detects and (2) resolves degenerate parameter combinations (a) automatically and (b) symbolically, from parameter-data (or parameter-simulation) pairs alone, through estimation and flattening of the Fisher information matrix. By exploring the information geometry of the likelihood, we characterize degeneracies as an intrinsic property of the physical model, requiring no realised data observation. We demonstrate our approach on a range of synthetic and real-world problems, discovering symbolic coordinate transformations that identify the combinations of parameters of a model which yield independent effects on the data. The resulting coordinates flatten the Fisher information in expectation globally, in contrast to posterior-based methods that flatten only at a single point, and substantially reduce the simulation budget required for downstream neural posterior estimation. In test cases we require up to

10\times

fewer simulations for posterior estimation at matched validation calibration whilst simultaneously gaining physical insight on the system.

T. Lucas Makinen, Deaglan J. Bartlett, Niall Jeffrey +1

Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Wilberforce Rd, Cambridge CB3 0WA, United Kingdom · Imperial Centre for Inference and Cosmology (ICIC), Imperial College London, Prince Consort Road, London SW7 2AZ, United Kingdom · Astrophysics, University of Oxford, Oxford OX1 3RH, United Kingdom +5

Simulation-Based Inference Parameter Estimation Parameter Identifiability

Jun 22, 2026cs.GT

Neural Parameter Calibration for Finite-State Mean Field Games

Mean field games efficiently approximate a very large population of strategic agents. While these games can aid the understanding of complex systems, their deployment in real-world settings is challenged by the specification of their parameters: mean field games (MFGs) often involve hidden preferences, constraints, and interactions that can rarely be theoretically derived or directly observed. To address this gap, we present a neural network-based framework for learning parametric, finite-state MFGs from observed population dynamics. To do so, we formulate the parameter calibration as an inverse problem and use implicit differentiation to backpropagate through the games' equilibrium. The resulting approach is fully differentiable and enables us to estimate flexible trajectory-wise parameter paths, including state- and time-dependent specifications without requiring observations of the individual agents' actions or rewards. We provide a proof for the exactness of the gradient computation in a discrete-time formulation. We validate our framework through numerical experiments across four systems of increasing complexity, ranging from synthetic linear-quadratic benchmarks to real-world urban mobility datasets.

Anna C. M. Thöni, Grégoire Lambrecht, Gökçe Dayanıklı +3

Radboud University, Nijmegen, the Netherlands · New York University, New York, NY · University of Illinois Urbana-Champaign, Champaign, IL +2

Parameter Estimation Mean Field Games Game Theory

Jun 15, 2026stat.ML

Dynestyx: A Probabilistic Programming Library for Dynamical Systems

State-space models (SSMs) are the standard formalism for Bayesian treatment of dynamical systems, with natural applications in statistics, signal processing, and machine learning. Despite their importance in both theory and application, dynamical systems have proven difficult to incorporate in modern probabilistic programming languages (PPLs), making state-of-the-art methods less accessible to practitioners and introducing friction in following the "Bayesian workflow." We introduce dynestyx, a probabilistic programming library with first-class support for SSMs, including state-of-the-art methods in the estimation of both states and parameters. Through a single, unified interface, users may specify arbitrary priors for discrete-time or continuous-time dynamical systems, perform inference over mixed-effect data, and make state and parameter estimates with principled uncertainty quantification.

Daniel Waxman, Dmitry Batenkov, John Feser +4

1Basis Research Institute · 2Massachusetts Institute of Technology

Dynamical Systems Parameter Estimation Bayesian Inference Probabilistic Programming State Space Models

Jun 15, 2026cs.AI

MA-SBI: Misspecification-Aware Simulation-Based Inference via Side-Channel Guidance

Simulation-based inference (SBI) of latent parameters is often hindered by simulator misspecification, the mismatch between simulated and real-world observations caused by inherent modeling simplifications. RoPE, the recent state-of-the-art for robust SBI, addresses this through optimal transport between learned representations of real and simulated observations, but requires ground-truth parameter calibration pairs that are typically unavailable in the very settings where SBI is needed. What practitioners do have is unstructured side-information such as regime labels, instruction text, and policy bulletins. We propose Misspecification-Aware Simulation-Based Inference (MA-SBI), a calibration-free framework that turns this side-channel into a posterior correction. A learned corrector maps side-channel text to an observation-space shift applied before any pre-trained amortized posterior, requiring no retraining and no parameter ground-truth. Our main theorem bounds achievable bias reduction by the mutual information between misspecification and side-channel, with a non-vacuous constant that extends to all sub-Gaussian noise via Donsker-Varadhan. On hide-the-calibration benchmarks, MA-SBI with text alone matches the oracle posterior across 10 seeds and two backbones (TOST equivalence), while RoPE given more data does not. The two approaches are complementary: where misspecification is structural and recoverable from parameter pairs, RoPE dominates, as the theory predicts. A stochastic variant improves posterior-predictive log-likelihood on real COVID and OxCGRT epidemiological data, and correctly leaves the posterior unchanged on a well-specified cognitive-science corpus.

Arunkumar V, Manoranjan Gandhudi, Gangadharan G. R. +2

University College of Engineering, Anna University Tiruchirappalli, Tamil Nadu, India · Central University of Karnataka, India · National Institute of Technology Tiruchirappalli, India +1

Simulation-Based Inference Parameter Estimation Model Misspecification

Jun 15, 2026cs.CV

Latent Space Reinforcement Learning for Inverse Material Estimation in Food Fracture Simulation

Realistic visual simulation of food manipulation requires accurate material parameters, yet these are difficult to measure directly and vary across the heterogeneous regions of a single food item. We address the inverse problem of estimating material parameters from a target description of fracture behavior in a non-differentiable continuum damage mechanics simulator. Using orange peeling as a test case, we train a neural surrogate on 2,000 forward simulations and compare Covariance Matrix Adaptation Evolution Strategy (CMA-ES, a gradient-free evolutionary optimizer) with Proximal Policy Optimization (PPO, a reinforcement learning algorithm) across the original 9-dimensional parameter space and two learned 4-dimensional latent representations. Since different oranges have different material properties, a practical inverse system must handle arbitrary targets without retraining. We train a goal-conditioned PPO policy that learns a general inverse mapping: given any target description of peeling behavior, the policy produces a material parameter estimate in a single forward pass (8 surrogate evaluations, approximately 10ms). Operating in a normalizing flow latent space with a shared surrogate evaluator, the goal-conditioned policy achieves 0.642 actual recovery when validated through the simulator, outperforming the original parameter space by 23%. A warm-start extension that initializes CMA-ES refinement from the policy's output further improves recovery to 0.828 with 540 evaluations. These findings provide a practical framework for inverse food physics and lay groundwork for vision-driven material identification from video observations of food manipulation.

Adrian Ramlal, Yuhao Chen, John S. Zelek

University of Waterloo

Parameter Estimation Reinforcement Learning Inverse Problems

Jun 15, 2026stat.ML

Closing the Approximation Gap in Simulation-free Latent SDEs

Recovering dynamical systems from noisy observations is a recurring challenge across scientific domains, including neuroscience and physics. Latent stochastic differential equations (SDEs) address this by modeling the system as an unobserved state that evolves according to a learnable SDE and generates the observations. Variational inference (VI) provides a tractable objective for fitting latent SDEs. Traditional VI algorithms evaluate this objective by numerical simulation over a time discretization, trading fidelity for computational cost. A recent class of algorithms, simulation-free VI, sidesteps this tradeoff by parameterizing the posterior through its instantaneous marginals rather than its drift. In this work, we show that the efficiency of existing simulation-free VI algorithms comes at a price: their parameterizations restrict the approximate posterior to a subset of the SDEs available to simulation-based methods, degrading posterior inference and parameter learning. We propose Helmholtz-SDE, a simulation-free VI algorithm that closes this gap by optimizing over path laws compatible with a prescribed collection of marginals. Helmholtz-SDE recovers dynamics more faithfully than prior simulation-free methods, with the largest gains under high posterior uncertainty. It further matches the performance of simulation-based VI at a fraction of the runtime. Code is available at https://github.com/lindermanlab/helmholtz-sde .

Henry D. Smith, Brian L. Trippe, Scott W. Linderman

Stanford University

Parameter Estimation Stochastic Differential Equations Latent Dynamics Modeling System Identification Variational Inference

Jun 11, 2026astro-ph.IM

Multi-Variable Stellar Parameter Estimation Using Residual Multitask Neural Networks

We present an end-to-end pipeline for estimating stellar parameters from Sloan Digital Sky Survey Data Release 12 spectra using a fully connected multitask neural network with residual blocks, whose hyperparameters are tuned via Bayesian optimization. The preprocessing pipeline includes per-spectrum standardization, RobustScaler normalization of the target variables -- effective temperature

T_{\mathrm{eff}}

, metallicity

[\mathrm{Fe/H}]

, and surface gravity

\log g

-- and data augmentation via Gaussian noise injection. On a held-out test set, the model achieved Mean Absolute Errors (MAE) of

59.76~\mathrm{K}

for

T_{\mathrm{eff}}

,

0.103~\mathrm{dex}

for

[\mathrm{Fe/H}]

, and

0.130~\mathrm{dex}

for

\log g

. Normalized against the full-scale range of each parameter, these results represent range-normalized errors between

1\%

and

3\%

, achieved with a highly efficient model complexity of approximately 540,000 trainable parameters. These results demonstrate that a compact residual multitask architecture, combined with principled signal preprocessing, provides a parameter-efficient solution for nonlinear parameter estimation in large-scale spectral datasets. In particular, the proposed model achieves competitive performance with substantially lower complexity than deeper neural network baselines.

Bruno Santos Meneses Barreto, Marcio Eisencraft

Escola Polit´ecnica, Universidade de S˜ao Paulo, SP

Parameter Estimation Multi-Task Learning

Jun 11, 2026cs.LG

Zero-Inflated Gaussian Distributions Enable Parameter-Space Sparsity in Estimation-of-Distribution Algorithms

Estimation-of-distribution algorithms (EDAs) are a powerful class of evolutionary methods for black-box optimization, especially when little is known about the structure of the objective. Whereas classical evolutionary algorithms rely on hand-designed mutation and crossover operators, hard to devise for unknown problem structures, and a source of bias, EDAs sidestep operator design entirely: they fit a probability distribution to the best individuals and sample the next generation from it. EDAs are well established on continuous parameter spaces, but they have not previously been generalized to sparse ones, in which most coefficients of a good solution are exactly zero. Existing sparse black-box optimizers therefore reintroduce exactly what EDAs were designed to avoid: hand-crafted sparsity operators, bi-level schemes alternating between support set and active values, zeroing thresholds, and other baked-in assumptions. We close this gap by proposing multivariate zero-inflated Gaussian (ZIG) distributions as EDA sampling laws. A latent Gaussian model with separate indicator and value dimensions represents sparsity patterns, correlations among active parameters, and the interactions between the two, so sparsity patterns and active values are optimized jointly, hierarchy-free. We show that the latent parameters of this model are identifiable from observed samples, unlike in the missing-data settings where related constructions originate, and introduce practical amortized inversion-based estimators for them. The estimators accurately recover latent correlation structures, and on the Lunar Lander benchmark the resulting ZIG-EDA converges faster and reaches higher final returns than a dense Gaussian EDA, a hand-crafted sparse evolutionary algorithm, and an ad-hoc sparse EDA, while finding controllers with only a small fraction of parameters active.

Andreas Faust, Sven Nitzsche, Juergen Becker

University of Freiburg, Freiburg, Germany · FZI Research Center for Information Technology, Karlsruhe, Germany · Karlsruhe Institute of Technology, Karlsruhe, Germany

Stochastic Optimization Parameter Estimation Latent Variable Models Black-Box Optimization

Jun 11, 2026stat.ML

Prediction-Powered Causal Inference by Automatic Debiased Machine Learning and Semi-Supervised Riesz Regression

This study investigates semiparametric efficient estimation of causal and structural parameters in a semi-supervised setting. In our setting, unlabeled auxiliary regressors are available in addition to labeled observations consisting of outcomes and regressors. Our goal is to construct estimators of causal and structural parameters whose asymptotic variances are smaller than those of estimators constructed using only labeled data. We refer to this framework as prediction-powered causal inference (PPCI). We first derive the efficient influence function and the efficiency bound, which imply that the use of auxiliary regressors can attain a smaller asymptotic variance than the efficiency bound attainable from labeled observations alone. Then, by combining the efficient influence function with the debiased machine learning (DML) framework, we propose methods that we call DML-PPCI. If we construct an estimating-equation estimator, we refer to the method as EE-DML-PPCI; if we construct a targeted-learning estimator, we refer to the method as TMLE-DML-PPCI. The asymptotic variances of both estimators match our derived efficiency bound. In the construction of the estimators, estimation of the efficient influence function plays an important role. In our study, the efficient influence function is also a Neyman orthogonal score, which depends on the Riesz representer and the regression function. For Riesz representer estimation, we develop semi-supervised generalized Riesz regression with convergence rate guarantees.

Masahiro Kato

Data Analytics Department, Mizuho-DL Financial Technology, Co., Ltd.

Semiparametric Inference Parameter Estimation Causal Effect Estimation Debiased ML Causal Inference Semi-Supervised Learning+1

Jun 10, 2026cs.LG

Physics-Informed Neural Networks for Chemotherapy Pharmacokinetics: Benchmarking the Clinical Estimator and Exposing Parameter Identifiability

Physics-Informed Neural Networks (PINNs) are an attractive tool for partial-observation problems in biology, where the governing dynamics are known but some compartments cannot be measured. Chemotherapy pharmacokinetics (PK) is a clean instance: drug concentration in plasma is routinely measured, but concentration in tissue -- which determines tumour kill and off-target toxicity -- is not. We benchmark a PINN against the standard clinical baseline (nonlinear least-squares on the analytical biexponential plasma solution, hereafter NLS) and a physics-agnostic neural baseline (a data-only MLP) on two PK problems. On the linear two-compartment problem, NLS is near-optimal; the PINN matches it to within a small constant factor while also producing the tissue curve in a single training pass, whereas the data-only MLP fails on tissue by roughly 10x. On a Michaelis-Menten extension (saturable elimination), the biexponential closed form no longer exists, so NLS is mis-specified and silently returns meaningless rate constants. The PINN instead exposes a deeper fact: the Michaelis-Menten two-compartment model is non-identifiable from plasma alone, and the PINN reports this honestly by converging to a basin with k12 -> 0. Adding two sparse tissue observations largely resolves identifiability: across five seeds the PINN recovers k21 to within 1% of truth and Vmax, Km to within one standard-deviation bar, while k12 moves in the correct direction (0.02 -> 0.82) but remains ~2 sigma below truth -- a recovery the closed-form NLS estimator cannot attempt at all, because its biexponential ansatz describes only plasma. Our claim is not that PINNs beat NLS. It is that PINNs offer a uniform recipe that ties the textbook estimator on the textbook problem, exposes structural identifiability that the textbook estimator hides, and absorbs heterogeneous measurements within a single loss.

Riya Bisht, Dhruv Agarwal

Dynamical Systems Parameter Estimation Parameter Identifiability Physics-Informed ML

Jun 9, 2026cs.LG

Loss Landscape Diagnosis for Gradient-Based Gray-Scott System Inversion: Disentangling the Roles of PINN Components

Gradient-based inversion of reaction-diffusion systems is typically approached via surrogate models or physics-informed neural networks (PINNs), while the most direct route, backpropagation through the PDE's structure itself, has largely been avoided. We pursue this direct route as a diagnostic probe, backpropagating a steady-state loss through unrolled Gray-Scott simulation to recover its parameters, with no surrogate or neural-network augmentation. Optimization fails to converge, and plotting the landscape directly locates the failure in its geometry -- flat plateaus with no gradient signal, bounded by sharp cliffs that align with bifurcation boundaries -- a structure that recurs across loss functions and is inherited however the gradients are routed to parameters. Reading this minimal setup as an ablation of PINN, we disentangle each component's role: with the neural network fixed, the residual loss is quadratic in the PDE parameters and yields a smooth landscape, so it alone already avoids the pathology, by implicitly encoding the full PDE dynamics across all initial conditions. The neural network, for its part, cannot repair an ill-posed parameter subspace, and so serves only to complete the observed data -- a division of labor not previously made explicit. These findings carry concrete design implications for PINN-type methods and a broader heuristic on when added dimensions actually help.

Yan Yang

Independent Researcher.

Dynamical Systems Parameter Estimation Physics-Informed ML Loss Landscape Geometry PDE Inverse Problems

Jun 8, 2026cs.LG

Nonlinear Bayesian Estimator for Parameter Learning: A Fixed-Point Characterization

This paper presents a nonlinear parameter estimator for Wiener-type state-space models obtained as a fixed-point architecture that couples two affine minimum mean-squared error (MMSE) estimators: one for the unknown parameters and one for latent variables. The architecture retains the functional structure of the optimal affine MMSE parameter estimator while incorporating Dynamic Basis Statistics (DBS) estimates that summarize nonlinear basis-function evaluations. Two DBS construction strategies are developed, leading to two nonlinear estimator frameworks. The dual basis-parameter estimator combines an affine basis estimator with the affine parameter estimator, whereas the dual state-parameter estimator first computes affine state estimates and their covariances, then maps these state-estimate statistics through a Gaussian DBS operator to obtain DBS estimates. Both dual estimators admit fixed-point characterizations that alternate between estimating each component using the updated prior of the other, obtained from that component's plug-in estimate statistics from the previous iteration. The efficacy of the proposed methods is examined via extensive Monte Carlo experiments, showing that the dual basis-parameter estimator attains parameter mean-squared errors comparable to those of the purely affine parameter estimator, while the dual state-parameter estimator achieves the lowest parameter mean-squared error, outperforming both the dual basis-parameter and purely affine parameter estimators, as well as sequential Monte Carlo variants of classical Particle Gibbs and Expectation-Maximization schemes.

Sasan Vakili, Daniël Woonings, Pradyumna Paruchuri +1

Delft University of Technology, The Netherlands · University of Toronto, Canada

Parameter Estimation Bayesian Inference Nonlinear System Identification State Space Models

Jun 1, 2026stat.ML

Error Bounds for a Diffusion Model-Based Drift Estimator

Parameter estimation in stochastic differential equations is a classical statistical problem of much importance in many scientific fields. Recent work of Tapia Costa et al. (2026) introduced a novel technique for estimating the drift when the diffusion parameter is known, using discrete samples from multiple trajectories. Their method treats drift estimation as a denoising problem, and leverages tools from (conditional) score-matching diffusion models. Although their experiments showed promising results across different drift classes, the question of theoretical guarantees for their estimator was left unanswered. In this note, we address this gap by exploiting techniques from diffusion model theory. More concretely, we derive an explicit risk bound for the time-averaged mean-squared error of said drift estimator. Our bound decomposes the risk into the (i) Euler-Maruyama discretization, (ii) score/denoiser approximation, (iii) noise initialization, and (iv) sampling variance, revealing the trade-offs between the different hyperparameters and sources of error in the estimator.

Ioar Casado-Telletxea, Omar Rivasplata

Basque Center for Applied Mathematics (BCAM) · Bilbao, Spain · Centre for AI Fundamentals & Department of Computer Science +1

Parameter Estimation Stochastic Differential Equations Diffusion Models

Jun 1, 2026cs.LG

Realistic noise synthesis reduces bias and improves tissue microstructure estimation with supervised machine learning

Diffusion MRI enables non-invasive probing of tissue microstructure, but accurate parameter estimation is challenged by noise-related effects. In supervised machine learning frameworks trained on simulated data, discrepancies between the noise characteristics of simulated and acquired signals introduce a form of covariate shift, whereby the input signal distribution differs between training and inference. We investigated the impact of this mismatch on microstructure parameter estimation and propose a realistic noise synthesis (RNS) framework to mitigate it. RNS incorporates both the Rician expectation and the effective post-processing noise variance into simulated training signals. The Rician expectation was modelled using a noise standard deviation estimated with MPPCA, while the effective standard deviation was derived from spherical harmonic residuals of preprocessed data. The method was evaluated using the cylinder-zeppelin and the SANDI models on simulated datasets across multiple SNR levels and on in vivo diffusion data with repeated acquisitions. Sensitivity to noise misestimation was also assessed. Ignoring magnitude-induced noise effects during training produced systematic, SNR-dependent parameter bias, particularly at low SNR. Incorporating the Rician expectation substantially reduced bias to the level of noise-aware nonlinear least-squares fitting. Modelling the effective standard deviation further improved precision. Performance was largely independent of regression architecture but sensitive to accurate noise estimation. These findings demonstrate that realistic noise modelling in simulated training data mitigates signal-domain covariate shift and is essential for unbiased supervised microstructure estimation, particularly in low-SNR regimes associated with high b-values or high spatial resolution.

Bradley G. Karat, Maëliss Jallais, Ali R. Khan +3

Robarts Research Institute, Schulich School of Medicine and Dentistry, The University of Western Ontario, London, Canada · Center for Biomedical Imaging, Department of Radiology, NYU Grossman School of Medicine, New York, New York, USA · Cardiff University Brain Research Imaging Center (CUBRIC), School of Psychology, Cardiff University, Cardiff, United Kingdom +3

Parameter Estimation Distribution Shift Covariate Shift Magnetic Resonance Imaging Diffusion MRI

May 28, 2026cs.LG

Inferring the Size of Large Language Models From Popular Text Memorization

The parameter counts of the most widely used large language models (LLMs) are often withheld by their developers, leaving model size -- a primary reference point for interpreting capabilities and costs -- largely undisclosed. We propose a black-box method to infer conservative lower bounds on LLM size from generated text outputs alone, requiring nothing beyond the ability to submit text fragments and observe next-token predictions. Our approach is grounded in a key observation: popular, widely-circulated texts -- such as classical literature, religious texts, and foundational documents -- are present in virtually every large-scale pretraining corpus, and how accurately a model predicts the next word across text fragments of varying length is a reliable signal of how much it has memorized them, which in turn is fundamentally limited by its total parameter count. We aggregate this memorization signal across a diverse corpus of texts and fragment lengths into a single accuracy profile vector per model, and build two complementary inference methods on top of it: a pairwise statistical test that determines which of two models is larger, and a scaling-law estimator that extracts a one-dimensional latent index from these vectors via Principal Component Analysis (PCA) to map the aggregated signal to a parameter count. Validated on a broad set of open-weight models, both methods produce accurate and reliable lower bounds. When applied to popular closed-weight models, our framework recovers internal product hierarchies and reveals a clear divergence in industry scaling strategies: while some developers yield significantly higher bounds indicative of large generational parameter growth, others operate under strict parameter ceilings, demonstrating that hidden design choices can be systematically probed even under strict API limitations.

Ivica Nikolic

National University of Singapore

Parameter Estimation Memorization in Language Models LLM Auditing

May 28, 2026cs.MS

libhmm: A Modern C++20 Library for Hidden Markov Models with Correct MLE Emission M-Steps

We describe libhmm, a C++20 library for Hidden Markov Model parameter estimation, sequence decoding, and model selection. libhmm addresses two gaps in existing software: the absence of a well-maintained, zero-dependency C++ HMM library suitable for embedding in production systems, and the widespread use of method-of-moments (MOM) approximations in the emission distribution M-step of the Baum-Welch algorithm. The library implements correct maximum likelihood estimators for sixteen scalar emission distributions, including an ECME algorithm for the location-scale Student-t distribution, Newton-Raphson maximization for Gamma, Beta, Weibull, and Negative Binomial distributions, and the von Mises distribution for circular data. All forward-backward and Viterbi calculations operate in full log-space. SIMD acceleration is provided for AVX-512, AVX2, SSE2, and ARM NEON via compile-time dispatch with scalar fallback. Version 4 adds multivariate observation support via the BasicHmm<Obs> template, with three multivariate emission families (diagonal Gaussian, full-covariance Gaussian, and independent components) each with correct weighted MLE M-steps. Python bindings are available via the companion package pylibhmm. We compare libhmm against established C and C++ HMM libraries and against published R reference packages on seven real-data benchmarks, and discuss the architectural tradeoffs made in the design.

Gary Wolfman

Independent Researcher

Parameter Estimation Markov Models Expectation-Maximization Sequence Modeling Hidden Markov Models

May 22, 2026cs.LG

Instance-Optimal Estimation with Multiple LLM Judges on a Budget

Evaluating large language models increasingly relies on LLM-as-a-judge protocols, but such evaluations remain costly: different judges have different prices and reliabilities, and the difficulty of each prompt-response pair can vary substantially. This raises a basic allocation question: under a fixed budget, how should one distribute evaluation queries across heterogeneous judges and instances to obtain the most accurate score estimates? We formalize this question as budgeted heteroskedastic multi-judge estimation. Given

K

prompt-response pairs,

J

judges with known costs, and unknown query-judge variances, the goal is to estimate a bounded score vector while minimizing an

\ell_p

-error. Our first contribution is to analyze the inverse-variance weighted estimator (IVWE) and to derive the oracle allocation that minimizes its error rate. Since this allocation depends on the unknown variances, we then address the practical unknown-variance setting by proposing EST-IVWE, an adaptive algorithm that constructs and leverages optimistically biased variance estimates to stabilize the empirical allocation. We prove that EST-IVWE matches the oracle IVWE rate up to lower-order terms in the budget. Our second and central theoretical contribution is a matching local minimax lower bound, which establishes the instance-optimality of the proposed algorithms. A key technical insight is that Fano-type high-probability arguments are too coarse for this problem: their packing construction loses the local variance structure that governs the optimal allocation. We instead use an Assouad-type in-expectation argument, based on local perturbations, which preserves this structure and yields the sharp allocation-dependent lower bound. Finally, we numerically validate the superiority of our approach over naïve uniform allocation on synthetic and HelpSteer2 datasets.

Junghyun Lee, Sanghwa Kim, Yassir Jedra +2

KAIST AI · ICL EEE · KTH EECS

Parameter Estimation LLM Evaluation LLM-as-a-Judge Minimax Estimation Adaptive Sampling

May 22, 2026cs.LG

Archimedean Copula Inference via Taylor-Mode AD

No existing nested Archimedean copula tool handles all three of (a) arbitrary per-variable (right-)censoring in survival analysis, (b) arbitrary nesting trees, and (c) exact parameter gradients. Existing implementations handle only bivariate problems, low dimensional (i.e.,

d \leq 10

) cases, two layers of nesting, or only hand-derived copula nestings. We present \textsc{acopula}, a JAX-native framework that, given any Archimedean generator -- classical or neural -- evaluates exact nested-copula likelihoods and parameter gradients under arbitrary censoring masks in polynomial time. The mechanism is polynomial powering of Taylor-mode automatic differentiation output, which replaces per-family hand-derived partial Bell polynomial tables with a single differentiable computation that any user-defined generator can drive. We conduct extensive simulations to verify the correctness of \textsc{acopula}. We then demonstrate (a) per-variable censoring on

85{,}229

MIMIC-IV ICU admissions in high dimensions with

d{=}53

, fit by both classical Archimedean families and nested neural Archimedean copulas; (b) an 11-sector hierarchical model on S&P~500 daily returns at

d{=}98

; (c) family-agnostic censored MLE across ten families, five of them with no prior implementation, on a retinopathy study; and (d) a

{\sim}650\times

per-density speedup over R's \texttt{nacLL} at

d{=}35

, scaling quadratically to

d{=}8{,}000

.

Cambridge Yang, Dongdong Li

Independent · Harvard Medical School

Parameter Estimation Automatic Differentiation Copula Models

May 21, 2026cs.CV

EMMA: Extracting Multiple physical parameters from Multimodal Data

We introduce EMMA, a physics-informed multimodal framework that recovers all identifiable dynamical parameters of a system directly from raw video, audio, and image-based time-series observations. Unlike prior video-only approaches that struggle with occluded states, hidden actuation inputs, or assumptions about known initial conditions and coordinate frames, EMMA performs joint inference of explicit parameters, implicit dynamical components, and calibration invariants within a unified continuous-time model. EMMA leverages a Liquid Time-Constant (LTC) network to learn latent dynamics from heterogeneous modalities while a physics-constrained loss enforces consistency with the governing differential equations. A unified feature pipeline enables consistent alignment across video trajectories, acoustic signatures, and chart-derived measurements, allowing EMMA to estimate parameters under forced, implicit, and multivariate dynamics without requiring segmentation masks, differentiable rendering, or specialized sensors. Across 100+ scenarios including five standard dynamical benchmarks (75 Delfys videos), real-world rover and quadrotor systems with hidden inputs, and simulation-chart case studies spanning biological and chaotic systems, EMMA delivers robust multi-parameter recovery and significantly outperforms existing single-modality and equation-discovery baselines. Our results establish EMMA as a general, scalable solution for physics-consistent model extraction from opportunistic multimodal data. Code and data are available at: https://github.com/ImpactLabASU/EMMA-CVPR2026

Farhat Shaikh, Ayan Banerjee, Sandeep Gupta

IMPACT Lab, School of Computing & Augmented Intelligence (SCAI) Arizona State University, Tempe, AZ

Parameter Estimation Latent Dynamics Modeling System Identification Physics-Informed ML Multimodal Sensor Fusion

May 21, 2026stat.ML

Diffusion-based Denoising Beats Vanilla Score Matching in Parameter Estimation: A Theoretical Explanation

Score matching is an alternative to maximum likelihood estimation when the normalizing constant is unknown or too costly to evaluate. However, vanilla score matching has shown to be inefficient relative to maximum likelihood estimation for multimodal distributions with well-separated modes, which are commonly encountered in practical applications. We compare a novel diffusion-based denoising score matching estimator (DDSME) to the vanilla score matching estimator (SME) in this scenario. In particular, we prove statistical guarantees for both estimators, showing that the error bound for the vanilla SME worsens when the separation between the modes increases, which can be avoided in case of the DDSME with suitable hyperparameter tuning. This provides a novel theoretical explanation for the superior behavior of diffusion-based score matching over the vanilla version.

Benedikt Lütke Schwienhorst, Nadja Klein, Johannes Lederer

Department of Mathematics University of Hamburg Hamburg, Germany · Scientific Computing Center Karlsruhe Institute of Technology2026 Karlsruhe, Germany · Department of MathematicsMay University of Hamburg Hamburg, Germany21

Score Matching Parameter Estimation Score-Based Generative Modeling Diffusion Models

May 20, 2026stat.CO

Truncated Neural Likelihood Estimation for Simulation-Based Inference in State-Space Models

State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference, which for SSMs is in general a very challenging problem due to the intractability of the likelihood. Recently, neural estimation methods, such as sequential neural likelihood (SNL), have shown promising results in Bayesian inference problems. In this paper, we show that SNL, when applied to the SSM setting, suffers important limitations, such as requiring a large amount of simulated samples to achieve a moderate performance, scaling poorly with sequence length, while not being amortized. We then introduce a novel inference algorithm called truncated-SNL (T-SNL), which addresses the limitations of SNL. Our algorithm is more accurate, more stable and robust during training, more scalable to longer temporal sequences, and can be amortized when new observations become available. Our experiments show that T-SNL is sample-efficient, robust, and flexible algorithm which outperforms other approaches.

Kostas Tsampourakis, Víctor Elvira

School of Mathematics, University of Edinburgh,, EH9 3FD, U.K.

Simulation-Based Inference Parameter Estimation Amortized Inference Bayesian Inference State Space Models

May 19, 2026stat.ME

Variance-Reduced Manifold Sampling via Polynomial-Maximization Density Estimation

Uniform sampling on implicitly defined manifolds is a core primitive in motion planning, constrained simulation, and probabilistic machine learning. MASEM addresses this problem by entropy-maximizing resampling, but its resampling weights depend on a local k-nearest-neighbour density estimate whose errors can be amplified by aggressive resampling temperatures. We ask whether a polynomial-maximization moment estimator can replace the plug-in density rule without changing the surrounding MASEM architecture. The proposed PMM-MASEM module computes shell spacings from nested k-nearest-neighbour radii, estimates their standardized cumulants, and uses a gated PMM2/PMM3 estimator only when the spacing distribution departs from the flat Exp(1) regime; otherwise it falls back to the plug-in/MLE rule. This fallback is essential: on a flat homogeneous manifold the plug-in estimator is already the MLE, so PMM should not outperform it. A local Known-DGP Monte Carlo experiment confirms this gate: the selector returns MLE on flat Exp(1) spacings and reduces density MSE by 22--36% on asymmetric gamma and boundary-spacing regimes. The evidence is not uniformly positive: PMM3 worsens a platykurtic uniform spacing law, and a lightweight resampling-proxy experiment improves seven-lobes coverage but degrades the sine and swiss-roll proxies. The current evidence therefore supports an applicability-boundary result rather than a general MASEM improvement claim.

Serhii Zabolotnii

Department of Information, Multimedia Technologies and Design, Cherkasy State Business College, Cherkasy, 18028, Ukraine · State Scientific Research Institute of Armament and Military Equipment Testing and Certification, Cherkasy, Ukraine · Department of Cybernetics and Applied Mathematics, Uzhhorod National University, Uzhhorod, Ukraine

Parameter Estimation Density Estimation

May 13, 2026cs.LG

Mixed neural posterior estimation for simulators with discrete and continuous parameters

Neural Posterior Estimation (NPE) enables rapid parameter inference for complex simulators with intractable likelihoods. NPE trains an inference network to estimate a probability density over parameters given data, typically assumed to be \emph{continuous}. However, many scientific models involve parameter spaces that are \emph{mixed}, that is, they contain both discrete and continuous dimensions. We address this limitation by extending NPE to mixed parameter spaces through an inference network that jointly handles discrete and continuous parameters. The inference network factorizes the joint posterior into discrete and continuous components, combining an autoregressive classifier for the discrete parameters with a generative model for the continuous parameters, trained jointly under a single simulation-based objective. In addition, we propose a diagnostic tool to assess the calibration of the mixed posterior approximation. Across tractable toy examples and real-world scientific simulators, our joint inference approach yields accurate and calibrated posteriors. The inference framework is available in the \texttt{sbi} Python package.

Jan Boelts, Cornelius Schröder, Jonas Beck +3

appliedAI Institute for Europe · Machine Learning in Science, University of Tübingen · Tübingen AI Center +3

Simulation-Based Inference Parameter Estimation Neural Posterior Estimation

May 12, 2026stat.ML

Exact Stiefel Optimization for Probabilistic PLS: Closed-Form Updates, Error Bounds, and Calibrated Uncertainty

Probabilistic partial least squares (PPLS) is a central likelihood-based model for two-view learning when one needs both interpretable latent factors and calibrated uncertainty. Building on the identifiable parameterization of Bouhaddani et al.\ (2018), existing fitting pipelines still face two practical bottlenecks: noise--signal coupling under joint EM/ECM updates and nontrivial handling of orthogonality constraints. Following the fixed-noise scalar-likelihood protocol, we develop an end-to-end framework that combines noise pre-estimation, constrained likelihood optimization, and prediction calibration in one pipeline. We estimate the observation noise from the low-eigenvalue noise subspace and enforce orthogonality through exact Stiefel-manifold optimization. The noise-subspace estimator attains a signal-strength-independent leading finite-sample rate and matches a minimax lower bound, whereas a full-spectrum noise estimator carries a deterministic bias under the same model. We further extend the framework to sub-Gaussian settings via optional Gaussianization and provide closed-form standard errors through a block-structured Fisher analysis. Across synthetic high-noise settings and two multi-omics benchmarks (TCGA-BRCA and PBMC CITE-seq), the method achieves near-nominal coverage without post-hoc recalibration, reaches Ridge-level point accuracy on TCGA-BRCA at rank

r=3

, matches or exceeds PO2PLS on cross-view prediction while providing native calibrated uncertainty, and improves stability of parameter recovery.

Haoran Hu, Xingce Wang

School of Artificial Intelligence Beijing Normal University Beijing 100875, China

Parameter Estimation Latent Variable Models Uncertainty Quantification Multi-View Learning Uncertainty Calibration

May 9, 2026stat.ML

Tight Generalization Bounds for Noiseless Inverse Optimization

Inverse optimization (IO) seeks to infer the parameters of a decision-maker's objective from observed context--action data. We study noiseless IO, where demonstrations are generated by a ground-truth objective. We provide a high-probability

{O}(\frac{d}{T})

generalization bound for the induced action set, where

d

is the number of unknown parameters and

T

is the size of the training dataset. We strengthen these guarantees under additional conditions that ensure uniqueness of the chosen action, bringing our IO guarantees in line with best-arm identification results in the bandit literature. We further show that the

{O}(\frac{d}{T})

rate is tight over all consistent estimators considered here, and extend the result to both instantaneous and cumulative regret. Notably, the resulting regret lower bound matches the corresponding upper bounds in the adversarial setting, indicating that the stochastic IO setting is effectively adversarial for the class of estimators studied here. Finally, we propose a parameter-free algorithm with lower per-iteration complexity than generic solvers. Experiments validate the predicted rates and illustrate the tightness of our bounds.

Pouria Fatemi, Hoomaan Maskan, Suvrit Sra +1

Technical University of Munich, Germany · Uppsala University, Sweden · University of Toronto, Canada

Parameter Estimation Learning to Optimize Regret Minimization Generalization Bounds