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Objectives: Highly flexible nonparametric estimators have gained popularity in causal inference and epidemiology. Popular examples of such estimators include targeted maximum likelihood estimators (TMLE) and double machine learning (DML).…

Methodology · Statistics 2024-08-20 Hongxiang Qiu

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…

Other Statistics · Statistics 2013-06-19 Alessandro Rinaldo , Sonja Petrović , Stephen E. Fienberg

Quantum state smoothing is a technique to estimate an unknown true state of an open quantum system based on partial measurement information both prior and posterior to the time of interest. In this paper, we show that the smoothed quantum…

Quantum Physics · Physics 2021-09-24 Kiarn T. Laverick , Ivonne Guevara , Howard M. Wiseman

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 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…

Statistics Theory · Mathematics 2017-05-02 Clément Dombry , Ana Ferreira

Quantum state tomography (QST) aims at estimating a quantum state from averaged quantum measurements made on copies of the state. Most quantum algorithms rely on QST at some point and it is a well explored topic in the literature, mostly…

Quantum Physics · Physics 2023-01-18 François Verdeil , Yannick Deville

We address the problem of distinguishing among a finite collection of quantum states, when the states are not entirely known. For completely specified states, necessary and sufficient conditions on a quantum measurement minimizing the…

Quantum Physics · Physics 2009-11-11 Noam Elron , Yonina C. Eldar

This paper considers an extension of the multivariate symmetric Laplace distribution to matrix variate case. The symmetric Laplace distribution is a scale mixture of normal distribution. The maximum likelihood estimators (MLE) of the…

Statistics Theory · Mathematics 2025-09-18 Pooja Yadav , Tanuja Srivastava

Maximum likelihood (ML) estimation is widely used in statistics. The h-likelihood has been proposed as an extension of Fisher's likelihood to statistical models including unobserved latent variables of recent interest. Its advantage is that…

Methodology · Statistics 2022-07-21 Jeongseop Han , Youngjo Lee , Jae Kwang Kim

In the absence of experimental constraints, optimal measurement schemes for quantum state tomography are well understood. We consider the scenario where the experimenter doesn't have arbitrary freedom to construct their measurement set, and…

Quantum Physics · Physics 2014-01-22 Mohammadreza Mohammadi , Agata M. Branczyk

In this paper, we study the log-likelihood function and Maximum Likelihood Estimate (MLE) for the matrix normal model for both real and complex models. We describe the exact number of samples needed to achieve (almost surely) three…

Representation Theory · Mathematics 2020-07-21 Harm Derksen , Visu Makam

An optimal estimator of quantum states based on a modified Kalman's Filter is proposed in this work. Such estimator acts after state measurement, allowing obtain an optimal estimation of quantum state resulting in the output of any quantum…

Quantum Physics · Physics 2015-02-17 Mario Mastriani

This paper deals with nonparametric maximum likelihood estimation for Gaussian locally stationary processes. Our nonparametric MLE is constructed by minimizing a frequency domain likelihood over a class of functions. The asymptotic behavior…

Statistics Theory · Mathematics 2011-11-10 Rainer Dahlhaus , Wolfgang Polonik

We study nonparametric estimation for current status data with competing risks. Our main interest is in the nonparametric maximum likelihood estimator (MLE), and for comparison we also consider a simpler ``naive estimator.'' Groeneboom,…

Statistics Theory · Mathematics 2008-06-20 Piet Groeneboom , Marloes H. Maathuis , Jon A. Wellner

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 advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…

Machine Learning · Statistics 2021-10-12 Pranjal Awasthi , Abhimanyu Das , Rajat Sen , Ananda Theertha Suresh

In this paper, the maximum L$q$-likelihood estimator (ML$q$E), a new parameter estimator based on nonextensive entropy [Kibernetika 3 (1967) 30--35] is introduced. The properties of the ML$q$E are studied via asymptotic analysis and…

Statistics Theory · Mathematics 2010-02-25 Davide Ferrari , Yuhong Yang

An optimal estimator of quantum states based on a modified Kalman Filter is presented in this work. Such estimator acts after state measurement, allowing to obtain an optimal estimation of quantum state resulting in the output of any…

Quantum Physics · Physics 2014-06-20 Mario Mastriani

When working with quantum states, analysis of the final quantum state generated through probabilistic measurements is essential. This analysis is typically conducted by constructing the density matrix from either partial or full tomography…

Quantum Physics · Physics 2025-01-14 Rohit Prasad , Pratyay Ghosh , Ronny Thomale , Tobias Huber-Loyola

We develop a sufficient condition for the least-squares measurement (LSM), or the square-root measurement, to minimize the probability of a detection error when distinguishing between a collection of mixed quantum states. Using this…

Quantum Physics · Physics 2007-05-23 Yonina C. Eldar , Alexandre Megretski , George C. Verghese
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