Related papers: Maximum likelihood degree of Fermat hypersurfaces …
We consider toric maximum likelihood estimation over the field of Puiseux series and study critical points of the likelihood function using tropical methods. This problem translates to finding the intersection points of a tropical affine…
We settle a conjecture by Coons and Sullivant stating that the maximum likelihood (ML) degree of a facial submodel of a toric model is at most the ML degree of the model itself. We discuss the impact on the ML degree from observing zeros in…
Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements…
The Expectation-Maximization (EM) algorithm is routinely used for the maximum likelihood estimation in the latent class analysis. However, the EM algorithm comes with no guarantees of reaching the global optimum. We study the geometry of…
We find an algorithm to compute the quadratic Euler characteristic of a smooth projective complete intersection of hypersurfaces of the same degree. As an example, we compute the quadratic Euler characteristic of a smooth projective…
We study the maximum likelihood degree (ML degree) of toric varieties, known as discrete exponential models in statistics. By introducing scaling coefficients to the monomial parameterization of the toric variety, one can change the ML…
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Generalized Extreme-Value (GEV) distribution to a sample of block maxima. Despite claims to the contrary, the asymptotic normality of the maximum…
We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a single observation of the path, we provide a maximum likelihood…
When estimating a proportion and only a sample of triplets is given, dependencies within the triplets are to be accounted for. Without assuming a distribution for the success count of the triplet, together with the proportion, as second and…
We consider maximum likelihood estimation with data from a bivariate Gaussian process with a separable exponential covariance model under fixed domain asymptotic. We first characterize the equivalence of Gaussian measures under this model.…
We study nonparametric maximum likelihood estimation for two classes of multivariate distributions that imply strong forms of positive dependence; namely log-supermodular (MTP$_2$) distributions and log-$L^\#$-concave (LLC) distributions.…
We asymptotically estimate from above the expected Betti numbers of random real hypersurfaces in smooth real projective manifolds. Our upper bounds grow as the square root of the degree of the hypersurfaces as the latter grows to infinity,…
Maximum likelihood estimation is effective for identifying dynamical systems, but applying it to large networks becomes computationally prohibitive. This paper introduces a maximum likelihood estimation method that enables identification of…
Learning the parameters of graphical models using the maximum likelihood estimation is generally hard which requires an approximation. Maximum composite likelihood estimations are statistical approximations of the maximum likelihood…
The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a cornerstone of statistical theory. In this paper, we give explicit upper bounds on the distributional distance between the distribution of…
The three-parameter generalized extreme value distribution arises from classical univariate extreme value theory and is in common use for analyzing the far tail of observed phenomena. Curiously, important asymptotic properties of…
We define a generalized likelihood function based on uncertainty measures and show that maximizing such a likelihood function for different measures induces different types of classifiers. In the probabilistic framework, we obtain…
We characterize the existence of the maximum likelihood estimator for discrete exponential families. Our criterion is simple to apply as we show in various settings, most notably for exponential models of random graphs. As an application,…
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for transition density is proposed and…
The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…