Related papers: Tutorial: Maximum likelihood estimation in the con…

This paper deals with the problem of inference associated with linear fractional diffusion process with random effects in the drift. In particular we are concerned with the maximum likelihood estimators (MLE) of the random effect…

Two-view structure from motion (SfM) is the cornerstone of 3D reconstruction and visual SLAM (vSLAM). Many existing end-to-end learning-based methods usually formulate it as a brute regression problem. However, the inadequate utilization of…

The maximum likelihood estimation is computationally demanding for large datasets, particularly when the likelihood function includes integrals. Subsampling can reduce the computational burden, but it often results in efficiency loss.This…

We investigate the use of the Multiple Optimised Parameter Estimation and Data compression algorithm (MOPED) for data compression and faster evaluation of likelihood functions. Since MOPED only guarantees maintaining the Fisher matrix of…

Consider an $(L,1)$ random walk in an i.i.d. random environment, whose environment involves certain parameter. We get the maximum likelihood estimator(MLE) of the environment parameter which can be written as functionals of a multitype…

In this paper, we address the identification problem for the systems characterized by linear time-invariant dynamics with bilinear observation models. More precisely, we consider a suitable parametric description of the system and formulate…

Maximum likelihood estimation (MLE) is the most common approach to quantum state tomography. In this letter, we investigate whether it is also optimal in any sense. We show that MLE is an inadmissible estimator for most of the commonly used…

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…

Dynamical models of cognition play an increasingly important role in driving theoretical and experimental research in psychology. Therefore, parameter estimation, model analysis and comparison of dynamical models are of essential…

Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…

This paper explores Maximum Likelihood in parametric models in the context of Sanov type Large Deviation Probabilities. MLE in parametric models under weighted sampling is shown to be associated with the minimization of a specific…

The extreme value index is a fundamental parameter in univariate Extreme Value Theory (EVT). It captures the tail behavior of a distribution and is central in the extrapolation beyond observed data. Among other semi-parametric methods (such…

We consider the problem of fusing an arbitrary number of multiband, i.e., panchromatic, multispectral, or hyperspectral, images belonging to the same scene. We use the well-known forward observation and linear mixture models with Gaussian…

The goal of the NEXT experiment is the observation of neutrinoless double beta decay in $^{136}$Xe using a gaseous xenon TPC with electroluminescent amplification and specialized photodetector arrays for calorimetry and tracking. The NEXT…

Many surveys use maximum-likelihood (ML) methods to fit models when extracting photometry from images. We show these ML estimators systematically overestimate the flux as a function of the signal-to-noise ratio and the number of model…

Fluorescence lifetime imaging microscopy (FLIM) is a powerful technique in biomedical research that uses the fluorophore decay rate to provide additional contrast in fluorescence microscopy. However, at present, the calculation, analysis,…

The methods of statistical physics are widely used for modelling complex networks. Building on the recently proposed Equilibrium Expectation approach, we derive a simple and efficient algorithm for maximum likelihood estimation (MLE) of…

Maximum likelihood estimation (MLE) is a well-known estimation method used in many robotic and computer vision applications. Under Gaussian assumption, the MLE converts to a nonlinear least squares (NLS) problem. Efficient solutions to NLS…

This paper deals with Elliptical Wishart distributions - which generalize the Wishart distribution - in the context of signal processing and machine learning. Two algorithms to compute the maximum likelihood estimator (MLE) are proposed: a…

We consider the problem of full information maximum likelihood (FIML) estimation in a factor analysis model when a majority of the data values are missing. The expectation-maximization (EM) algorithm is often used to find the FIML…