Related papers: Maximum likelihood method and Fisher's information…

Mixture of autoregressions (MoAR) models provide a model-based approach to the clustering of time series data. The maximum likelihood (ML) estimation of MoAR models requires the evaluation of products of large numbers of densities of normal…

Statistical estimation often involves tradeoffs between expensive, high-quality measurements and a variety of lower-quality proxies. We introduce Multiple-Prediction-Powered Inference (MultiPPI): a general framework for constructing…

This paper considers nonlinear dynamic models where the main parameter of interest is a nonnegative matrix characterizing the network (contagion) effects. This network matrix is usually constrained either by assuming a limited number of…

The asymptotic variance of the maximum likelihood estimate is proved to decrease when the maximization is restricted to a subspace that contains the true parameter value. Maximum likelihood estimation allows a systematic fitting of…

We consider approximate maximum likelihood parameter estimation in nonlinear state-space models. We discuss both direct optimization of the likelihood and expectation--maximization (EM). For EM, we also give closed-form expressions for the…

This paper deals with Elliptical Wishart distributions - which generalize the Wishart distribution - in the context of signal processing and machine learning. Two algorithms to compute the maximum likelihood estimator (MLE) are proposed: a…

We show that a maximum likelihood approach for parameter estimation in agent-based models (ABMs) of opinion dynamics outperforms the typical simulation-based approach. Simulation-based approaches simulate the model repeatedly in search of a…

While one-dimensional Markov processes are well understood, going to higher dimensions there are only a few analytically solved Ising-like models, in practice requiring to use relatively costly, uncontrollable and inaccurate Monte-Carlo…

The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, called…

Nonparametric maximum likelihood (NPML) for mixture models is a technique for estimating mixing distributions that has a long and rich history in statistics going back to the 1950s, and is closely related to empirical Bayes methods.…

The maximum likelihood (ML) and maximum a posteriori (MAP) estimation techniques are widely used to address the direction-of-arrival (DOA) estimation problems, an important topic in sensor array processing. Conventionally the ML estimators…

A major line of contemporary research on complex networks is based on the development of statistical models that specify the local motifs associated with macro-structural properties observed in actual networks. This statistical approach…

We propose a general information-theoretic approach called Seraph (SEmi-supervised metRic leArning Paradigm with Hyper-sparsity) for metric learning that does not rely upon the manifold assumption. Given the probability parameterized by a…

Maximum likelihood (ML) estimation using Newton's method in nonlinear state space models (SSMs) is a challenging problem due to the analytical intractability of the log-likelihood and its gradient and Hessian. We estimate the gradient and…

Maximum likelihood estimation (MLE) and heuristic predictive estimation (HPE) are two widely used approaches in industrial uncertainty analysis. We review them from the point of view of decision theory, using Bayesian inference as a gold…

Pointwise maximal leakage (PML) is a per-outcome privacy measure based on threat models from quantitative information flow. Privacy guarantees with PML rely on knowledge about the distribution that generated the private data. In this work,…

We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…

This paper deals with parameter estimation when the data are randomly right censored. The maximum likelihood estimates from censored samples are obtained by using the expectation-maximization (EM) and Monte Carlo EM (MCEM) algorithms. We…

In the recent years, information theory of quantum-mechanical systems have aroused the interest of many Theoretical Physicist. This due to the fact that it provides a deeper insight into the internal structure of the systems. Also, It is…

Statistical models are often defined by a generative process for simulating synthetic data, but this can lead to intractable likelihoods. Likelihood free inference (LFI) methods enable Bayesian inference to be performed in this case.…