Related papers: Maximum Pseudolikelihood Estimation for Model-Base…
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…
Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…
When analyzing incomplete data, is it better to use multiple imputation (MI) or full information maximum likelihood (ML)? In large samples ML is clearly better, but in small samples ML's usefulness has been limited because ML commonly uses…
Score-based and flow-based generative models exhibit remarkable expressive capacity in capturing complex distributions, and have been extensively deployed in tasks ranging from image generation to reinforcement learning. Nevertheless, these…
We show that the maximum likelihood estimator (MLE) is an effective tool for mitigating non-flow effects in flow analysis. To this end, one constructs two toy models that simulate non-flow contributions corresponding to particle decay and…
The performance of a modulation classifier is highly sensitive to channel signal-to-noise ratio (SNR). In this paper, we focus on amplitude-phase modulations and propose a modulation classification framework based on centralized data fusion…
The estimation of missing input vector elements in real time processing applications requires a system that possesses the knowledge of certain characteristics such as correlations between variables, which are inherent in the input space.…
The examination of uncertainty in the predictions of machine learning (ML) models is receiving increasing attention. One uncertainty modeling technique used for this purpose is Monte-Carlo (MC)-Dropout, where repeated predictions are…
We define a Maximum Likelihood (ML for short) estimator for the correlation function, {\xi}, that uses the same pair counting observables (D, R, DD, DR, RR) as the standard Landy and Szalay (1993, LS for short) estimator. The ML estimator…
Until recently obtaining data on populations of networks was typically rare. However, with the advancement of automatic monitoring devices and the growing social and scientific interest in networks, such data has become more widely…
In certain privacy-sensitive scenarios within fields such as clinical trial simulations, federated learning, and distributed learning, researchers often face the challenge of estimating correlations between variables without access to…
Accurately estimating high quantiles beyond the largest observed value is crucial for risk assessment and devising effective adaptation strategies to prevent a greater disaster. The generalized extreme value distribution is widely used for…
Linear inverse problems $A \mu = \delta$ with Poisson noise and non-negative unknown $\mu \geq 0$ are ubiquitous in applications, for instance in Positron Emission Tomography (PET) in medical imaging. The associated maximum likelihood…
We compare an autoencoder convolutional neural network (AE-CNN) with a conventional maximum-likelihood estimator (MLE) for inferring cluster virial masses, $M_v$, directly from the galaxy distribution around clusters, without identifying…
Factor analysis, a classical multivariate statistical technique is popularly used as a fundamental tool for dimensionality reduction in statistics, econometrics and data science. Estimation is often carried out via the Maximum Likelihood…
The Expectation--Maximization Maximum Likelihood (EMML) algorithm belongs to the Expectation--Maximization family and is widely used for image reconstruction problems under Poisson noise.In this paper, we reinterpret EMML as a mirror…
The spherically invariant random process (SIRP) clutter model is commonly used in scenarios where the radar clutter cannot be correctly modeled as a Gaussian process. In this short communication, we devise a novel Maximum-Likelihood…
Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…
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…
Variable selection is an old and pervasive problem in regression analysis. One solution is to impose a lasso penalty to shrink parameter estimates toward zero and perform continuous model selection. The lasso-penalized mixture of linear…