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In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…

Methodology · Statistics 2022-12-12 Dietmar Bauer , Sebastian Büscher , Manuel Batram

Constructing a fast and efficient estimator for the B-mode power spectrum of cosmic microwave background (CMB) is of critical importance for CMB science. For a general CMB survey, the Quadratic Maximum Likelihood (QML) estimator for CMB…

Cosmology and Nongalactic Astrophysics · Physics 2021-11-17 Jiming Chen , Shamik Ghosh , Hao Liu , Larissa Santos , Wenjuan Fang , Siyu Li , Yang Liu , Hong Li , Jiaxin Wang , Le Zhang , Bin Hu , Wen Zhao

Joint maximum likelihood (JML) estimation is one of the earliest approaches to fitting item response theory (IRT) models. This procedure treats both the item and person parameters as unknown but fixed model parameters and estimates them…

Methodology · Statistics 2019-06-17 Yunxiao Chen , Xiaoou Li , Siliang Zhang

In this paper, Kernel Density Estimation (KDE) as a non-parametric estimation method is used to investigate statistical properties of nuclear spectra. The deviation to regular or chaotic dynamics, is exhibited by closer distances to Poisson…

Nuclear Theory · Physics 2011-12-13 M. A. Jafarizadeh , N. Fouladi , H. Sabri , B. Rashidian Maleki

Estimating the mixing density of a latent mixture model is an important task in signal processing. Nonparametric maximum likelihood estimation is one popular approach to this problem. If the latent variable distribution is assumed to be…

Methodology · Statistics 2024-03-01 Shijie Wang , Minsuk Shin , Ray Bai

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…

Statistics Theory · Mathematics 2017-07-25 Victor-Emmanuel Brunel , Ankur Moitra , Philippe Rigollet , John Urschel

A probability density function (pdf) encodes the entire stochastic knowledge about data distribution, where data may represent stochastic observations in robotics, transition state pairs in reinforcement learning or any other empirically…

Machine Learning · Computer Science 2018-09-18 Dmitry Kopitkov , Vadim Indelman

Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Juan F. Osorio , Fabio A. González

We introduce a nonparametric spectral density estimator for continuous-time and continuous-space processes measured at fully irregular locations. Our estimator is constructed using a weighted nonuniform Fourier sum whose weights yield a…

Methodology · Statistics 2025-10-07 Christopher J. Geoga , Paul G. Beckman

Maximum Likelihood (ML) algorithms, for the joint estimation of synchronization impairments and channel in Multiple Input Multiple Output-Orthogonal Frequency Division Multiplexing (MIMO-OFDM) system, are investigated in this work. A system…

Information Theory · Computer Science 2012-10-30 Renu Jose , K. V. S. Hari

An approximate mean square error (MSE) expression for the performance analysis of implicitly defined estimators of non-random parameters is proposed. An implicitly defined estimator (IDE) declares the minimizer/maximizer of a selected…

Signal Processing · Electrical Eng. & Systems 2025-12-02 Erdal Mehmetcik , Umut Orguner , Çağatay Candan

The maximum likelihood amplitude estimation algorithm (MLAE) is a practical solution to the quantum amplitude estimation problem with Heisenberg limit error convergence. We improve MLAE by using random depths to avoid the so-called critical…

Quantum Physics · Physics 2023-11-20 Xi Lu , Hongwei Lin

We study a non-parametric approach to multivariate density estimation. The estimators are piecewise constant density functions supported by binary partitions. The partition of the sample space is learned by maximizing the likelihood of the…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong

The hardcore model on a graph $G$ with parameter $\lambda>0$ is a probability measure on the collection of all independent sets of $G$, that assigns to each independent set $I$ a probability proportional to $\lambda^{|I|}$. In this paper we…

Probability · Mathematics 2021-06-25 Bhaswar B. Bhattacharya , Kavita Ramanan

Over the last decades, the family of $\alpha$-stale distributions has proven to be useful for modelling in telecommunication systems. Particularly, in the case of radar applications, finding a fast and accurate estimation for the amplitude…

Methodology · Statistics 2023-11-15 Mahdi Teimouri

Empirical economic research frequently applies maximum likelihood estimation in cases where the likelihood function is analytically intractable. Most of the theoretical literature focuses on maximum simulated likelihood (MSL) estimators,…

Econometrics · Economics 2019-08-13 Michael Griebel , Florian Heiss , Jens Oettershagen , Constantin Weiser

Asymptotic properties of three estimators of probability density function of sample maximum $f_{(m)}:=mfF^{m-1}$ are derived, where $m$ is a function of sample size $n$. One of the estimators is the parametrically fitted by the…

Statistics Theory · Mathematics 2022-06-13 Taku Moriyama

Accelerated algorithms for maximum likelihood image reconstruction are essential for emerging applications such as 3D tomography, dynamic tomographic imaging, and other high dimensional inverse problems. In this paper, we introduce and…

Computation · Statistics 2012-01-31 Stéphane Chrétien , Alfred O. Hero

In this paper we provide a new efficient algorithm for approximately computing the profile maximum likelihood (PML) distribution, a prominent quantity in symmetric property estimation. We provide an algorithm which matches the previous best…

Data Structures and Algorithms · Computer Science 2020-11-06 Nima Anari , Moses Charikar , Kirankumar Shiragur , Aaron Sidford

Signal amplitude estimation and detection from unlabeled quantized binary samples are studied, assuming that the order of the time indexes is completely unknown. First, maximum likelihood (ML) estimators are utilized to estimate both the…

Information Theory · Computer Science 2018-08-15 Guanyu Wang , Jiang Zhu , Rick S. Blum , Peter Willett , Stefano Marano , Vincenzo Matta , Paolo Braca