Related papers: Maximum Likelihood Estimation from Sign Measuremen…
The association between a continuous and an ordinal variable is commonly modeled through the polyserial correlation model. However, this model, which is based on a partially-latent normality assumption, may be misspecified in practice, due…
A problem of online estimation of unknown parameters is considered for a linear regression equation, which is affected by an additive perturbation that can be caused by measurement noise (that corrupts regressor and regressand), as well as…
Maximum likelihood estimation is applied to the determination of an unknown quantum measurement. The measuring apparatus performs measurements on many different quantum states and the positive operator-valued measures governing the…
Convexity/concavity properties of symbol error rates (SER) of the maximum likelihood detector operating in the AWGN channel (non-fading and fading) are studied. Generic conditions are identified under which the SER is a convex/concave…
A connection between the General Linear Model (GLM) in combination with classical statistical inference and the machine learning (MLE)-based inference is described in this paper. Firstly, the estimation of the GLM parameters is expressed as…
We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…
In this study, we consider a variant of unlabelled sensing where the measurements are sparsely permuted, and additionally, a few correspondences are known. We present an estimator to solve for the unknown vector. We derive a theoretical…
The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…
This work concerns the estimation of multidimensional nonlinear regression models using multilayer perceptrons (MLPs). The main problem with such models is that we need to know the covariance matrix of the noise to get an optimal estimator.…
Polychoric correlation is often an important building block in the analysis of rating data, particularly for structural equation models. However, the commonly employed maximum likelihood (ML) estimator is highly susceptible to…
Estimating the unconstrained mean and covariance matrix is a popular topic in statistics. However, estimation of the parameters of $N_p(\mu,\Sigma)$ under joint constraints such as $\Sigma\mu = \mu$ has not received much attention. It can…
We consider the problem of identifying parameters of a particular class of Markov chains, called Bernoulli Autoregressive (BAR) processes. The structure of any BAR model is encoded by a directed graph. Incoming edges to a node in the graph…
This paper focuses on a networked state estimation problem for a spatially large linear system with a distributed array of sensors, each of which offers partial state measurements, and the transmission is lossy. We propose a measurement…
Determinantal point processes (DPPs) have wide-ranging applications in machine learning, where they are used to enforce the notion of diversity in subset selection problems. Many estimators have been proposed, but surprisingly the basic…
In this article, a study of the mean-square error (MSE) performance of linear echo-state neural networks is performed, both for training and testing tasks. Considering the realistic setting of noise present at the network nodes, we derive…
We study non-coherent detection schemes for molecular communication (MC) systems that do not require knowledge of the channel state information (CSI). In particular, we first derive the optimal maximum likelihood (ML) multiple-symbol (MS)…
We consider the problem of estimating the probability density function of a circular random variable observed under censoring. To this end, we introduce a projection estimator constructed via a regression approach on linear sieves. We first…
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…
This study explores the estimation of parameters in a matrix-valued linear regression model, where the $T$ responses $(Y_t)_{t=1}^T \in \mathbb{R}^{n \times p}$ and predictors $(X_t)_{t=1}^T \in \mathbb{R}^{m \times q}$ satisfy the…
We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dimension of the signal, we consider the general problem of…