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Nonparametric maximum likelihood estimation is intended to infer the unknown density distribution while making as few assumptions as possible. To alleviate the over parameterization in nonparametric data fitting, smoothing assumptions are…

Machine Learning · Statistics 2021-04-21 YunPeng Li , ZhaoHui Ye

Non-linear aggregation strategies have recently been proposed in response to the problem of how to combine, in a non-linear way, estimators of the regression function (see for instance \cite{biau:16}), classification rules (see…

Statistics Theory · Mathematics 2018-12-24 Alejandro Cholaquidis , Ricardo Fraiman , Badih Ghattas , Juan Kalemkerian

Machine-Learned Likelihoods (MLL) combines machine-learning classification techniques with likelihood-based inference tests to estimate the experimental sensitivity of high-dimensional data sets. We extend the MLL method by including Kernel…

High Energy Physics - Phenomenology · Physics 2023-12-18 Ernesto Arganda , Andres D. Perez , Martin de los Rios , Rosa María Sandá Seoane

This paper revisits the classical inference results for profile quasi maximum likelihood estimators (profile MLE) in the semiparametric estimation problem. We mainly focus on two prominent theorems: the Wilks phenomenon and Fisher expansion…

Statistics Theory · Mathematics 2014-06-18 Andreas Andresen , Vladimir Spokoiny

In this paper, we study the Bernstein polynomial model for estimating the multivariate distribution functions and densities with bounded support. As a mixture model of multivariate beta distributions, the maximum (approximate) likelihood…

Methodology · Statistics 2019-01-23 Tao Wang , Zhong Guan

Statistical inference on histograms and frequency counts plays a central role in categorical data analysis. Moving beyond classical methods that directly analyze labeled frequencies, we introduce a framework that models the multiset of…

Statistics Theory · Mathematics 2025-11-10 Yun Ma , Pengkun Yang

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

In this article, we revisit the problem of fitting a mixture model under the assumption that the mixture components are symmetric and log-concave. To this end, we first study the nonparametric maximum likelihood estimation (NPMLE) of a…

Methodology · Statistics 2018-02-28 Xiao Pu , Ery Arias-Castro

One key issue in several astrophysical problems is the evaluation of the density probability function underlying an observational discrete data set. We here review two non-parametric density estimators which recently appeared in the…

Astrophysics · Physics 2009-10-30 Dario Fadda , Eric Slezak , Albert Bijaoui

Deep learning has enjoyed tremendous success in a variety of applications but its application to quantile regressions remains scarce. A major advantage of the deep learning approach is its flexibility to model complex data in a more…

Statistics Theory · Mathematics 2021-06-14 Qixian Zhong , Jane-Ling Wang

Introduced by Kiefer and Wolfowitz \cite{KW56}, the nonparametric maximum likelihood estimator (NPMLE) is a widely used methodology for learning mixture odels and empirical Bayes estimation. Sidestepping the non-convexity in mixture…

Statistics Theory · Mathematics 2020-09-08 Yury Polyanskiy , Yihong Wu

This paper proposes a nonparametric multivariate density forecast model based on deep learning. It not only offers the whole marginal distribution of each random variable in forecasting targets, but also reveals the future correlation…

Systems and Control · Electrical Eng. & Systems 2022-10-28 Zichao Meng , Ye Guo , Wenjun Tang , Hongbin Sun

The effect of uncertainties and noise on a quantity of interest (model output) is often better described by its probability density function (PDF) than by its moments. Although density estimation is a common task, the adequacy of…

Numerical Analysis · Mathematics 2019-06-21 Adi Ditkowski , Gadi Fibich , Amir Sagiv

Quantum machine learning (QML) requires powerful, flexible and efficiently trainable models to be successful in solving challenging problems. We introduce density quantum neural networks, a model family that prepares mixtures of trainable…

Nonlinear Bayesian update for a prior ensemble is proposed to extend traditional ensemble Kalman filtering to settings characterized by non-Gaussian priors and nonlinear measurement operators. In this framework, the observed component is…

Machine Learning · Statistics 2025-03-20 Yoonsang Lee

We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of the error term. A key advantage of our approach is its…

Econometrics · Economics 2026-01-13 Guo Yan

This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalizes existing conditions, establishing a unified framework…

Statistics Theory · Mathematics 2025-08-06 Yichen Lyu , Pengkun Yang

The quantum dense output problem is the process of evaluating time-accumulated observables from time-dependent quantum dynamics using quantum computers. This problem arises frequently in applications such as quantum control and…

Quantum Physics · Physics 2024-06-21 Jin-Peng Liu , Lin Lin

Mixture models are regularly used in density estimation applications, but the problem of estimating the mixing distribution remains a challenge. Nonparametric maximum likelihood produce estimates of the mixing distribution that are…

Computation · Statistics 2019-06-28 Minwoo Chae , Ryan Martin , Stephen G. Walker

I consider two problems in machine learning and statistics: the problem of estimating the joint probability density of a collection of random variables, known as density estimation, and the problem of inferring model parameters when their…

Machine Learning · Statistics 2019-10-30 George Papamakarios