Related papers: Mean likelihood estimators

Maximum a posteriori and Bayes estimators are two common methods of point estimation in Bayesian Statistics. It is commonly accepted that maximum a posteriori estimators are a limiting case of Bayes estimators with 0-1 loss. In this paper,…

Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…

The widely recommended procedure of Bayesian model averaging is flawed in the M-open setting in which the true data-generating process is not one of the candidate models being fit. We take the idea of stacking from the point estimation…

We study maximum likelihood estimation for the statistical model for undirected random graphs, known as the $\beta$-model, in which the degree sequences are minimal sufficient statistics. We derive necessary and sufficient conditions, based…

We introduce a novel approach called the Bayesian Jackknife empirical likelihood method for analyzing survey data obtained from various unequal probability sampling designs. This method is particularly applicable to parameters described by…

Sometimes, we do not use a maximum likelihood estimator of a probability but it's a smoothed estimator in order to cope with the zero frequency problem. This is often the case when we use the Naive Bayes classifier. Laplace smoothing is a…

In this work, we develop an objective Bayesian framework for the Dhillon probability distribution. We explicitly derive three objective priors: the Jeffreys prior, the overall reference prior, and the maximal data information prior. We show…

In this paper we have adapted Bahl and Tuteja (1991) estimator in systematic sampling using auxiliary information. Using Bedi (1996) transformation an improved estimator is also proposed under systematic sampling. The expressions of bias…

This paper is an attempt to set a justification for making use of some dicrepancy indexes, starting from the classical Maximum Likelihood definition, and adapting the corresponding basic principle of inference to situations where…

The formalism of quantum estimation theory with a specific focus on classical data postprocessing is applied to a two-level system driven by an external gyrating magnetic field. We employed both Bayesian and frequentist approaches to…

In Bayesian statistics, the selection of noninformative priors is a crucial issue. There have been various discussions on theoretical justification, problems with the Jeffreys prior, and alternative objective priors. Among them, we focus on…

Many simulation problems require the estimation of a ratio of two expectations. In recent years Monte Carlo estimators have been proposed that can estimate such ratios without bias. We investigate the theoretical properties of such…

The application of the Markov chain to modeling agricultural succession is well known. In most cases, the main problem is the inference of the model, i.e. the estimation of the transition matrix. In this work we present methods to estimate…

Estimating mutual information (MI) from samples is a fundamental problem in statistics, machine learning, and data analysis. Recently it was shown that a popular class of non-parametric MI estimators perform very poorly for strongly…

In this work, we revisit the estimation of the model parameters of a Weibull distribution based on iid observations, using the maximum likelihood estimation (MLE) method which does not yield closed expressions of the estimators. Among other…

In applications of Bayesian procedures, once a class of priors has been chosen, it may be tempting to fix the prior's hyperparameters from the data, in an empirical Bayes (EB) fashion, usually by their maximum marginal likelihood estimates…

Likelihood-free methods are useful for parameter estimation of complex models with intractable likelihood functions for which it is easy to simulate data. Such models are prevalent in many disciplines including genetics, biology, ecology…

Widely used methods for analyzing missing data can be biased in small samples. To understand these biases, we evaluate in detail the situation where a small univariate normal sample, with values missing at random, is analyzed using either…

In Bayesian hypothesis testing and model selection, prior distributions must be chosen carefully. For example, setting arbitrarily large prior scales for location parameters, which is common practice in estimation problems, can lead to…

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…