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Shape-restricted inferences have exhibited empirical success in various applications with survival data. However, certain works fall short in providing a rigorous theoretical justification and an easy-to-use variance estimator with…

Statistics Theory · Mathematics 2024-07-10 Junjun Lang , Yukun Liu , Jing Qin

In this paper, we propose a class of high breakdown point estimators for the linear regression model when the response variable contains censored observations. These estimators are robust against high-leverage outliers and they generalize…

Statistics Theory · Mathematics 2008-12-18 Matías Salibian-Barrera , Víctor J. Yohai

In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood estimation scheme using ideas from multiscale dynamics. Our…

Computation · Statistics 2024-06-11 O. Deniz Akyildiz , Michela Ottobre , Iain Souttar

Maximum-likelihood estimation (MLE) is widely used in sequence to sequence tasks for model training. It uniformly treats the generation/prediction of each target token as multi-class classification, and yields non-smooth prediction…

Computation and Language · Computer Science 2018-12-13 Chengyue Gong , Xu Tan , Di He , Tao Qin

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…

Computation · Statistics 2025-01-22 Buu-Chau Truong , Peter Mphekgwana , Nabendu Pal

In the context of Independent Component Analysis (ICA), noisy mixtures pose a dilemma regarding the desired objective. On one hand, a "maximally separating" solution, providing the minimal attainable Interference-to-Source-Ratio (ISR),…

Applications · Statistics 2019-10-02 Amir Weiss , Arie Yeredor

The analysis of a truncated sample can be hindered by censoring. Survival information may be lost to follow-up or the birthdate may be missing. The data can still be modeled as a truncated point process and it is close to a Poisson process,…

Methodology · Statistics 2025-08-12 Fiete Sieg , Anne-Marie Toparkus , Rafael Weissbach

We study the probabilistic sampling of a random variable, in which the variable is sampled only if it falls outside a given set, which is called the silence set. This helps us to understand optimal event-based sampling for the special case…

Optimization and Control · Mathematics 2023-03-17 Maben Rabi , Junfeng Wu , Vyoma Singh , Karl Henrik Johansson

This paper studies the estimation of high-dimensional, discrete, possibly sparse, mixture models in topic models. The data consists of observed multinomial counts of $p$ words across $n$ independent documents. In topic models, the $p\times…

Statistics Theory · Mathematics 2022-06-28 Xin Bing , Florentina Bunea , Seth Strimas-Mackey , Marten Wegkamp

In making inference on the relation between failure and exposure histories in the Cox semiparametric model, the maximum partial likelihood estimator (MPLE) of the finite dimensional odds parameter, and the Breslow estimator of the baseline…

Statistics Theory · Mathematics 2009-06-12 Larry Goldstein , Haimeng Zhang

Misclassification of binary responses, if ignored, may severely bias the maximum likelihood estimators (MLE) of regression parameters. For such data, a binary regression model incorporating misclassification probabilities is extensively…

Statistics Theory · Mathematics 2020-09-28 Arindam Chatterjee , Tathagata Bandyopadhyay , Sumanta Adhya

We investigate the performance of model based bootstrap methods for constructing point-wise confidence intervals around the survival function with interval censored data. We show that bootstrapping from the nonparametric maximum likelihood…

Methodology · Statistics 2013-12-24 Bodhisattva Sen , Gongjun Xu

In this short note, we derive a new bias adjusted maximum likelihood estimate for the shape parameter of the Weibull distribution with complete data and type I censored data. The proposed estimate of the shape parameter is significantly…

Methodology · Statistics 2023-02-13 Enes Makalic , Daniel F. Schmidt

Estimating the clutter-plus-noise covariance matrix in high-dimensional STAP is challenging in the presence of Internal Clutter Motion (ICM) and a high noise floor. The problem becomes more difficult in low-sample regimes, where the Sample…

Signal Processing · Electrical Eng. & Systems 2025-05-13 Shashwat Jain , Vikram Krishnamurthy , Muralidhar Rangaswamy , Sandeep Gogineni , Bosung Kang , Sean M. O'Rourke

Consider a parametrized family of general hidden Markov models, where both the observed and unobserved components take values in a complete separable metric space. We prove that the maximum likelihood estimator (MLE) of the parameter is…

Statistics Theory · Mathematics 2011-03-10 Randal Douc , Eric Moulines , Jimmy Olsson , Ramon van Handel

The empirical Bayes $g$-modeling approach via the nonparametric maximum likelihood estimator (NPMLE) is widely used for large-scale estimation and inference in the normal means problem, yet theoretical guarantees for uncertainty…

Statistics Theory · Mathematics 2026-03-31 Taehyun Kim , Bodhisattva Sen

For the problem of high-dimensional sparse linear regression, it is known that an $\ell_0$-based estimator can achieve a $1/n$ "fast" rate on the prediction error without any conditions on the design matrix, whereas in absence of…

Statistics Theory · Mathematics 2015-12-01 Yuchen Zhang , Martin J. Wainwright , Michael I. Jordan

In this paper, we propose a flexible model for survival analysis using neural networks along with scalable optimization algorithms. One key technical challenge for directly applying maximum likelihood estimation (MLE) to censored data is…

Machine Learning · Statistics 2021-12-07 Weijing Tang , Jiaqi Ma , Qiaozhu Mei , Ji Zhu

Skew normal mixture models provide a more flexible framework than the popular normal mixtures for modelling heterogeneous data with asymmetric behaviors. Due to the unboundedness of likelihood function and the divergency of shape…

Methodology · Statistics 2016-08-05 Libin Jin , Wangli Xu , Liping Zhu , Lixing Zhu

The tensor Ising model is a discrete exponential family used for modeling binary data on networks with not just pairwise, but higher-order dependencies. A particularly important class of tensor Ising models are the tensor Curie-Weiss…

Statistics Theory · Mathematics 2022-12-21 Somabha Mukherjee , Jaesung Son , Swarnadip Ghosh , Sourav Mukherjee