Related papers: Hedged maximum likelihood estimation
In this letter, we revisit the problem of maximum likelihood estimation (MLE) of parameters of Gaussian Mixture Model (GMM) and show a new derivation for its parameters. The new derivation, unlike the classical approach employing the…
Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements…
Quantum error mitigation is an important technique to reduce the impact of noise in quantum computers. With more and more qubits being supported on quantum computers, there are two emerging fundamental challenges. First, the number of shots…
Density matrix exponentiation (DME) is a general procedure that converts an unknown quantum state into the Hamiltonian evolution. This enables state-dependent operations and can reveal nontrivial properties of the state, among other…
A Maximum Likelihood recursive state estimator is derived for non-linear and non-Gaussian state-space models. The estimator combines a particle filter to generate the conditional density and the Expectation Maximization algorithm to compute…
We provide an efficient method for computing the maximum likelihood mixed quantum state (with density matrix $\rho$) given a set of measurement outcome in a complete orthonormal operator basis subject to Gaussian noise. Our method works by…
Asymptotic efficiency of targeted maximum likelihood estimators (TMLE) of target features of the data distribution relies on a a second order remainder being asymptotically negligible. In previous work we proposed a nonparametric MLE termed…
This paper develops a hybrid likelihood (HL) method based on a compromise between parametric and nonparametric likelihoods. Consider the setting of a parametric model for the distribution of an observation $Y$ with parameter $\theta$.…
We present an efficient algorithm for maximum likelihood estimation (MLE) of exponential family models, with a general parametrization of the energy function that includes neural networks. We exploit the primal-dual view of the MLE with a…
We consider the system identification problem of estimating a dynamical parameter of a Markovian quantum open system (the atom maser), by performing continuous time measurements in the system's output (outgoing atoms). Two estimation…
The tomographic reconstruction of the state of a quantum-mechanical system is an essential component in the development of quantum technologies. We present an overview of different tomographic methods for determining the quantum-mechanical…
Training the parameters of statistical models to describe a given data set is a central task in the field of data mining and machine learning. A very popular and powerful way of parameter estimation is the method of maximum likelihood…
Optimal estimation of a coin's bias using noisy data is surprisingly different from the same problem with noiseless data. We study this problem using entropy risk to quantify estimators' accuracy. We generalize the "add Beta" estimators…
For a multinomial distribution, suppose that we have prior knowledge of the sum of the probabilities of some categories. This allows us to construct a submodel in a full (i.e., no-restriction) model. Maximum likelihood estimation (MLE)…
The robust improper maximum likelihood estimator (RIMLE) is a new method for robust multivariate clustering finding approximately Gaussian clusters. It maximizes a pseudo-likelihood defined by adding a component with improper constant…
Linear birth-and-death processes (LBDPs) are foundational stochastic models in population dynamics, evolutionary biology, and hematopoiesis. Estimating parameters from discretely observed data is computationally demanding due to irregular…
As the maximum likelihood method is the most commonly used method for parameters estimation being unbiased, consistent, efficient, and asymptotically normal, MLE is used to fit the new distribution (MBUW). But in small to moderate sample…
This paper considers an extension of the multivariate symmetric Laplace distribution to matrix variate case. The symmetric Laplace distribution is a scale mixture of normal distribution. The maximum likelihood estimators (MLE) of the…
Maximum likelihood estimation (MLE) is a statistical method used to estimate the parameters of a probability distribution that best explain the observed data. In the context of text generation, MLE is often used to train generative language…
This study focuses on the estimation of the Emax dose-response model, a widely utilized framework in clinical trials, agriculture, and environmental experiments. Existing challenges in obtaining maximum likelihood estimates (MLE) for model…