Related papers: Hedged maximum likelihood estimation
Skew normal model suffers from inferential drawbacks, namely singular Fisher information in the vicinity of symmetry and diverging of maximum likelihood estimation. To address the above drawbacks, Azzalini and Arellano-Valle (2013)…
We introduce a new updating rule, the conditional maximum likelihood rule (CML) for updating ambiguous information. The CML formula replaces the likelihood term in Bayes' rule with the maximal likelihood of the given signal conditional on…
We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear mixed effects models when the variance matrix of Gaussian random effects has a prescribed pattern of zeros (PPZ). The method consists in coupling the recently…
We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable based on censored data. More specifically, the event time is subject to current status censoring and the continuous mark…
In this work, we revisit the estimation of the model parameters of a Weibull distribution based on iid observations, using the maximum likelihood estimation (MLE) method which does not yield closed expressions of the estimators. Among other…
If the log likelihood is approximately quadratic with constant Hessian, then the maximum likelihood estimator (MLE) is approximately normally distributed. No other assumptions are required. We do not need independent and identically…
Maximum regularized likelihood estimators (MRLEs) are arguably the most established class of estimators in high-dimensional statistics. In this paper, we derive guarantees for MRLEs in Kullback-Leibler divergence, a general measure of…
Hereby we propose a Bayesian method of estimation for the semiparametric Additive Hazards Model (AHM) from Survival Analysis under right-censoring. With this aim, we review the AHM revisiting the likelihood function, so as to comment on the…
In this paper the Gaussian quasi maximum likelihood estimator (GQMLE) is generalized by applying a transform to the probability distribution of the data. The proposed estimator, called measure-transformed GQMLE (MT-GQMLE), minimizes the…
The James-Stein estimator is a biased estimator -- for a finite number of samples its expected value is not the true mean. The maximum-likelihood estimator (MLE), is unbiased and asymptotically optimal. Yet, when estimating the mean of $3$…
Quantum amplitude estimation is a key subroutine in a number of powerful quantum algorithms, including quantum-enhanced Monte Carlo simulation and quantum machine learning. Maximum-likelihood quantum amplitude estimation (MLQAE) is one of a…
This paper develops a unified estimation framework, the Maximum Ideal Likelihood Estimation (MILE), for general parametric models with latent variables. Unlike traditional approaches relying on the marginal likelihood of the observed data,…
Maximum Likelihood Estimation (MLE) is the bread and butter of system inference for stochastic systems. In some generality, MLE will converge to the correct model in the infinite data limit. In the context of physical approaches to system…
State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…
Recent works have proposed various explanations for the ability of modern large language models (LLMs) to perform in-context prediction. We propose an alternative conceptual viewpoint from an information-geometric and statistical…
Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…
There exists, in general, a convex set of quantum state estimators that maximize the likelihood for informationally incomplete data. We propose an estimation scheme, catered to measurement data of this kind, to search for the exact…
We propose a refined iterative likelihood-maximization algorithm for reconstructing a quantum state from a set of tomographic measurements. The algorithm is characterized by a very high convergence rate and features a simple adaptive…
We explore the possibility of evaluating flow harmonics by employing the maximum likelihood estimator (MLE). For a given finite multiplicity, the MLE simultaneously furnishes estimations for all the parameters of the underlying distribution…
While the asymptotic normality of the maximum likelihood estimator under regularity conditions is long established, this paper derives explicit bounds for the bounded Wasserstein distance between the distribution of the maximum likelihood…