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Hidden Markov models (HMMs) are popular models to identify a finite number of latent states from sequential data. However, fitting them to large data sets can be computationally demanding because most likelihood maximization techniques…

We study statistical estimators computed using iterative optimization methods that are not run until completion. Classical results on maximum likelihood estimators (MLEs) assert that a one-step estimator (OSE), in which a single…

Optimization and Control · Mathematics 2021-06-28 Robert Bassett , Julio Deride

Channel decoding, channel detection, channel assessment, and resource management for wireless multiple-input multiple-output (MIMO) systems are all examples of problems where machine learning (ML) can be successfully applied. In this paper,…

Signal Processing · Electrical Eng. & Systems 2021-12-30 Evgeny Bobrov , Sergey Troshin , Nadezhda Chirkova , Ekaterina Lobacheva , Sviatoslav Panchenko , Dmitry Vetrov , Dmitry Kropotov

We introduce a new class of mean regression estimators -- penalized maximum tangent likelihood estimation -- for high-dimensional regression estimation and variable selection. We first explain the motivations for the key ingredient, maximum…

Methodology · Statistics 2017-08-23 Yichen Qin , Shaobo Li , Yang Li , Yan Yu

We propose a novel targeted maximum likelihood estimator (TMLE) for quantiles in semiparametric missing data models. Our proposed estimator is locally efficient, $\sqrt{n}$-consistent, asymptotically normal, and doubly robust, under…

Methodology · Statistics 2016-08-23 Iván Díaz

We propose an ML-based model that automates and expedites the solution of MIPs by predicting the values of variables. Our approach is motivated by the observation that many problem instances share salient features and solution structures…

Optimization and Control · Mathematics 2023-02-24 Konstantinos Benidis , Ugo Rosolia , Syama Rangapuram , George Iosifidis , Georgios Paschos

Due to the well-known computational showstopper of the exact Maximum Likelihood Estimation (MLE) for large geospatial observations, a variety of approximation methods have been proposed in the literature, which usually require tuning…

Methodology · Statistics 2021-06-10 Yiping Hong , Sameh Abdulah , Marc G. Genton , Ying Sun

This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of observations (T). An inferential theory is developed. We…

Statistics Theory · Mathematics 2012-05-31 Jushan Bai , Kunpeng Li

We propose a new algorithm to learn the network of the interactions of pairwise Ising models. The algorithm is based on the pseudo-likelihood method (PLM), that has already been proven to efficiently solve the problem in a large variety of…

Disordered Systems and Neural Networks · Physics 2019-02-19 Silvio Franz , Federico Ricci-Tersenghi , Jacopo Rocchi

The pattern maximum likelihood (PML) estimate, introduced by Orlitsky et al., is an estimate of the multiset of probabilities in an unknown probability distribution $\mathbf{p}$, the estimate being obtained from $n$ i.i.d. samples drawn…

Discrete Mathematics · Computer Science 2015-06-03 Chun Lam Chan , Winston Fernandes , Navin Kashyap , Manjunath Krishnapur

Transformer-based pre-trained language models (PLMs) mostly suffer from excessive overhead despite their advanced capacity. For resource-constrained devices, there is an urgent need for a spatially and temporally efficient model which…

Computation and Language · Computer Science 2022-10-28 Bowen Shen , Zheng Lin , Yuanxin Liu , Zhengxiao Liu , Lei Wang , Weiping Wang

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…

Computation · Statistics 2020-02-12 Alexander Borisenko , Maksym Byshkin , Alessandro Lomi

The tensor Ising model is a discrete exponential family used for modeling binary data on networks with not just pairwise, but higher-order dependencies. A particularly important class of tensor Ising models are the tensor Curie-Weiss…

Statistics Theory · Mathematics 2022-12-21 Somabha Mukherjee , Jaesung Son , Swarnadip Ghosh , Sourav Mukherjee

Purpose: We address the challenge of inaccurate parameter estimation in diffusion MRI when the signal-to-noise ratio (SNR) is very low, as in the spinal cord. The accuracy of conventional maximum-likelihood estimation (MLE) depends highly…

A famous characterization theorem due to C.F. Gauss states that the maximum likelihood estimator (MLE) of the parameter in a location family is the sample mean for all samples of all sample sizes if and only if the family is Gaussian. There…

Statistics Theory · Mathematics 2014-03-13 Mitia Duerinckx , Christophe Ley , Yvik Swan

Beam prediction is an effective approach to reduce training overhead in massive multiple-input multiple-output (MIMO) systems. However, existing beam prediction models still exhibit limited generalization ability in diverse scenarios, which…

Signal Processing · Electrical Eng. & Systems 2025-06-09 Yizhu Zhao , Li Yu , Lianzheng Shi , Jianhua Zhang , Guangyi Liu

The problem of nonlinear functional of parameters, such as differential entropy, has received much attention in information theory and statistics. In many situations, prior information about the parameters is available in the form of order…

Statistics Theory · Mathematics 2026-03-10 Somnath Mandal , Lakshmi Kanta Patra

Land surface temperature (LST) is vital for land-atmosphere interactions and climate processes. Accurate LST retrieval remains challenging under heterogeneous land cover and extreme atmospheric conditions. Traditional split window (SW)…

Atmospheric and Oceanic Physics · Physics 2025-09-08 Tian Xie , Huanfeng Shen , Menghui Jiang , Juan-Carlos Jiménez-Muñoz , José A. Sobrino , Huifang Li , Chao Zeng

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

Producing high-quality forecasts of key climate variables, such as temperature and precipitation, on subseasonal time scales has long been a gap in operational forecasting. This study explores an application of machine learning (ML) models…

Machine Learning · Computer Science 2024-09-17 Elena Orlova , Haokun Liu , Raphael Rossellini , Benjamin A. Cash , Rebecca Willett