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We solve the problem of estimating the distribution of presumed i.i.d. observations for the total variation loss. Our approach is based on density models and is versatile enough to cope with many different ones, including some density…

Statistics Theory · Mathematics 2024-01-05 Y. Baraud , H. Halconruy , G. Maillard

Maximum likelihood estimation of linear functionals in the inverse problem of deconvolution is considered. Given observations of a random sample from a distribution $P_0\equiv P_{F_0}$ indexed by a (potentially infinite-dimensional)…

Statistics Theory · Mathematics 2019-02-05 Catia Scricciolo

We study nonparametric maximum likelihood estimation of a log-concave probability density and its distribution and hazard function. Some general properties of these estimators are derived from two characterizations. It is shown that the…

Statistics Theory · Mathematics 2023-04-17 Lutz Duembgen , Kaspar Rufibach

We consider the nonparametric maximum likelihood estimation for the underlying event time based on mixed-case interval-censored data, under a log-concavity assumption on its distribution function. This generalized framework relaxes the…

Computation · Statistics 2024-12-02 Chi Wing Chu , Hok Kan Ling , Chaoyu Yuan

We study probability density functions that are log-concave. Despite the space of all such densities being infinite-dimensional, the maximum likelihood estimate is the exponential of a piecewise linear function determined by finitely many…

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

Maximum likelihood estimation (MLE) is a statistical method used to estimate the parameters of a probability distribution that best explain the observed data. In the context of text generation, MLE is often used to train generative language…

Computation and Language · Computer Science 2023-10-27 Chenze Shao , Zhengrui Ma , Min Zhang , Yang Feng

We propose a unified framework for likelihood-based regression modeling when the response variable has finite support. Our work is motivated by the fact that, in practice, observed data are discrete and bounded. The proposed methods assume…

Methodology · Statistics 2022-09-13 Karl Oskar Ekvall , Matteo Bottai

We present a new approach for inference about a log-concave distribution: Instead of using the method of maximum likelihood, we propose to incorporate the log-concavity constraint in an appropriate nonparametric confidence set for the cdf…

Statistics Theory · Mathematics 2022-05-10 Guenther Walther , Alnur Ali , Xinyue Shen , Stephen Boyd

We revisit the problem of estimating the center of symmetry $\theta$ of an unknown symmetric density $f$. Although stone (1975), Eden (1970), and Sacks (1975) constructed adaptive estimators of $\theta$ in this model, their estimators…

Statistics Theory · Mathematics 2023-12-05 Nilanjana Laha

We present theoretical properties of the log-concave maximum likelihood estimator of a density based on an independent and identically distributed sample in $\mathbb{R}^d$. Our study covers both the case where the true underlying density is…

Statistics Theory · Mathematics 2009-09-01 Madeleine Cule , Richard Samworth

We study the adaptation properties of the multivariate log-concave maximum likelihood estimator over three subclasses of log-concave densities. The first consists of densities with polyhedral support whose logarithms are piecewise affine.…

Statistics Theory · Mathematics 2019-10-21 Oliver Y. Feng , Adityanand Guntuboyina , Arlene K. H. Kim , Richard J. Samworth

In recent years, log-concave density estimation via maximum likelihood estimation has emerged as a fascinating alternative to traditional nonparametric smoothing techniques, such as kernel density estimation, which require the choice of one…

Methodology · Statistics 2017-09-12 Richard J. Samworth

We tackle the problem of high-dimensional nonparametric density estimation by taking the class of log-concave densities on $\mathbb{R}^p$ and incorporating within it symmetry assumptions, which facilitate scalable estimation algorithms and…

Statistics Theory · Mathematics 2019-03-15 Min Xu , Richard J. Samworth

The log-concave maximum likelihood estimator of a density on the real line based on a sample of size $n$ is known to attain the minimax optimal rate of convergence of $O(n^{-4/5})$ with respect to, e.g., squared Hellinger distance. In this…

Statistics Theory · Mathematics 2016-09-06 Arlene K. H. Kim , Adityanand Guntuboyina , Richard J. Samworth

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…

Statistics Theory · Mathematics 2025-11-07 Marie Du Roy de Chaumaray , Michael Levine , Matthieu Marbac

We expect that some observers in perceptual signal detection experiments, such as radiologists, will make rational decisions, and therefore ratings from those observers are expected to form a convex ROC curve. However, measured and…

Applications · Statistics 2013-02-01 Lucas Tcheuko , Frank Samuelson

In this paper, we consider distributed maximum likelihood estimation (MLE) with dependent quantized data under the assumption that the structure of the joint probability density function (pdf) is known, but it contains unknown deterministic…

Information Theory · Computer Science 2013-09-17 Xiaojing Shen , Pramod K. Varshney , Yunmin Zhu

In this paper, we study two problems: (1) estimation of a $d$-dimensional log-concave distribution and (2) bounded multivariate convex regression with random design with an underlying log-concave density or a compactly supported…

Statistics Theory · Mathematics 2020-02-21 Gil Kur , Yuval Dagan , Alexander Rakhlin

In this paper, we study the nonparametric maximum likelihood estimator (MLE) of a convex hazard function. We show that the MLE is consistent and converges at a local rate of $n^{2/5}$ at points $x_0$ where the true hazard function is…

Statistics Theory · Mathematics 2010-01-14 Hanna K. Jankowski , Jon A. Wellner