Related papers: Eigenstructure of Maximum Likelihood from Counts D…

We study the problem of learning multivariate log-concave densities with respect to a global loss function. We obtain the first upper bound on the sample complexity of the maximum likelihood estimator (MLE) for a log-concave density on…

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…

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…

Use of machine learning to estimate nuisance functions (e.g. outcomes models, propensity score models) in estimators used in causal inference is increasingly common, as it can mitigate bias due to model misspecification. However, it can be…

A preference order or ranking aggregated from pairwise comparison data is commonly understood as a strict total order. However, in real-world scenarios, some items are intrinsically ambiguous in comparisons, which may very well be an…

We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…

We consider the branch-length estimation problem on a bifurcating tree: a character evolves along the edges of a binary tree according to a two-state symmetric Markov process, and we seek to recover the edge transition probabilities from…

This paper deals with nonparametric maximum likelihood estimation for Gaussian locally stationary processes. Our nonparametric MLE is constructed by minimizing a frequency domain likelihood over a class of functions. The asymptotic behavior…

We present new results for consistency of maximum likelihood estimators with a focus on multivariate mixed models. Our theory builds on the idea of using subsets of the full data to establish consistency of estimators based on the full…

In the missing data literature, the Maximum Likelihood Estimator (MLE) is celebrated for its ignorability property under missing at random (MAR) data. However, its sensitivity to misspecification of the (complete) data model, even under…

Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…

Maximum likelihood estimation (MLE) of latent variable models is often recast as the minimization of a free energy functional over an extended space of parameters and probability distributions. This perspective was recently combined with…

Learning the structure of Markov random fields (MRFs) plays an important role in multivariate analysis. The importance has been increasing with the recent rise of statistical relational models since the MRF serves as a building block of…

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…

Relational models for contingency tables are generalizations of log-linear models, allowing effects associated with arbitrary subsets of cells in a possibly incomplete table, and not necessarily containing the overall effect. In this…

Recovering low-rank structures via eigenvector perturbation analysis is a common problem in statistical machine learning, such as in factor analysis, community detection, ranking, matrix completion, among others. While a large variety of…

In Materials Science, material development involves evaluating and optimizing the internal structures of the material, generically referred to as microstructures. Microstructures structure is stochastic, analogously to image textures. A…

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…

Hawkes Processes have undergone increasing popularity as default tools for modeling self- and mutually exciting interactions of discrete events in continuous-time event streams. A Maximum Likelihood Estimation (MLE) unconstrained…

Training an energy-based model (EBM) with maximum likelihood is challenging due to the intractable normalisation constant. Traditional methods rely on expensive Markov chain Monte Carlo (MCMC) sampling to estimate the gradient of logartihm…