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In this paper we study the computation of the nonparametric maximum likelihood estimator (NPMLE) in multivariate mixture models. Our first approach discretizes this infinite dimensional convex optimization problem by fixing the support…
We present a novel implementation for the quadratic maximum likelihood (QML) power spectrum estimator for multiple correlated scalar fields on the sphere. Our estimator supports arbitrary binning in redshift and multipoles $\ell$ and…
This paper derives the nonparametric maximum likelihood estimator (NPMLE) of a distribution function from observations which are subject to both bias and censoring. The NPMLE is obtained by a simple EM algorithm which is an extension of the…
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…
Nonparametric empirical Bayes methods provide a flexible and attractive approach to high-dimensional data analysis. One particularly elegant empirical Bayes methodology, involving the Kiefer-Wolfowitz nonparametric maximum likelihood…
Machine-Learned Likelihoods (MLL) combines machine-learning classification techniques with likelihood-based inference tests to estimate the experimental sensitivity of high-dimensional data sets. We extend the MLL method by including Kernel…
Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…
Reliable density estimation is fundamental for numerous applications in statistics and machine learning. In many practical scenarios, data are best modeled as mixtures of component densities that capture complex and multimodal patterns.…
This paper describes several new algorithms for estimating the parameters of a periodic bandlimited signal from samples corrupted by jitter (timing noise) and additive noise. Both classical (non-random) and Bayesian formulations are…
A nonparametric model using a sequence of Bernstein polynomials is constructed to approximate arbitrary isotropic covariance functions valid in $\mathbb{R}^\infty$ and related approximation properties are investigated using the popular…
We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML…
Maximum likelihood estimators are proposed for the parameters and the densities in a semiparametric density ratio model in which the nonparametric baseline density is approximated by the Bernstein polynomial model. The EM algorithm is used…
Mixture models are regularly used in density estimation applications, but the problem of estimating the mixing distribution remains a challenge. Nonparametric maximum likelihood produce estimates of the mixing distribution that are…
Albeit worryingly underrated in the recent literature on machine learning in general (and, on deep learning in particular), multivariate density estimation is a fundamental task in many applications, at least implicitly, and still an open…
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…
This work makes two advances in the study of the (approximate) nonparametric maximum likelihood estimator (NPMLE) for exponential family mixture models. First, we develop a data-compression strategy that reduces the cost of repeated…
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.…
In this paper, we will discuss how to generalize nonparametric density estimators to MLE parametric estimators. Basing on the Parzen window theory and using the advantages of probability amplitude of quantum theory, we model a nonlinear…
We study three fundamental statistical-learning problems: distribution estimation, property estimation, and property testing. We establish the profile maximum likelihood (PML) estimator as the first unified sample-optimal approach to a wide…
Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals.…