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We provide a polyhedral description of the conditions for the existence of the maximum likelihood estimate (MLE) for a hierarchical log-linear model. The MLE exists if and only if the observed margins lie in the relative interior of the…

Combinatorics · Mathematics 2007-06-13 Nicholas Eriksson , Stephen E. Fienberg , Alessandro Rinaldo , Seth Sullivant

Sampling from log-concave distributions is a well researched problem that has many applications in statistics and machine learning. We study the distributions of the form $p^{*}\propto\exp(-f(x))$, where…

Machine Learning · Computer Science 2019-09-13 Ruoqi Shen , Yin Tat Lee

We develop an active set algorithm for the maximum likelihood estimation of a log-concave density based on complete data. Building on this fast algorithm, we indidate an EM algorithm to treat arbitrarily censored or binned data.

Methodology · Statistics 2011-03-21 Lutz Duembgen , Andre Huesler , Kaspar Rufibach

We study the {\em robust proper learning} of univariate log-concave distributions (over continuous and discrete domains). Given a set of samples drawn from an unknown target distribution, we want to compute a log-concave hypothesis…

Data Structures and Algorithms · Computer Science 2016-06-10 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

We consider the non-parametric maximum likelihood estimation in the class of Polya frequency functions of order two, viz. the densities with a concave logarithm. This is a subclass of unimodal densities and fairly rich in general. The NPMLE…

Statistics Theory · Mathematics 2007-08-22 Jayanta Kumar Pal , Michael Woodroofe , Mary Meyer

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

Conventional methods for computing maximum-likelihood estimators (MLE) often converge slowly in practical situations, leading to a search for simplifying methods that rely on additional assumptions for their validity. In this work, we…

Quantum Physics · Physics 2017-06-28 Jiangwei Shang , Zhengyun Zhang , Hui Khoon Ng

We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable based on censored data. More specifically, the event time is subject to current status censoring and the continuous mark…

Statistics Theory · Mathematics 2011-09-07 Piet Groeneboom , Geurt Jongbloed , Birgit Witte

For the tree topology, previous studies show the maximum likelihood estimate (MLE) of a link/path takes a polynomial form with a degree that is one less than the number of descendants connected to the link/path. Since then, the main concern…

Networking and Internet Architecture · Computer Science 2010-04-28 Weiping Zhu

We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…

Statistics Theory · Mathematics 2011-10-17 Lutz Duembgen , Richard Samworth , Dominic Schuhmacher

The Maximum Likelihood Estimator (MLE) serves an important role in statistics and machine learning. In this article, for i.i.d. variables, we obtain constant-specified and sharp concentration inequalities and oracle inequalities for the MLE…

Statistics Theory · Mathematics 2022-12-13 Xiaowei Yang , Xinqiao Liu , Haoyu Wei

This paper considers the average complexity of maximum likelihood (ML) decoding of convolutional codes. ML decoding can be modeled as finding the most probable path taken through a Markov graph. Integrated with the Viterbi algorithm (VA),…

Information Theory · Computer Science 2016-11-17 Jie Luo

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

Over the last decades, the family of $\alpha$-stale distributions has proven to be useful for modelling in telecommunication systems. Particularly, in the case of radar applications, finding a fast and accurate estimation for the amplitude…

Methodology · Statistics 2023-11-15 Mahdi Teimouri

We investigate the optimization landscape of maximum likelihood estimation (MLE) for the Cavender-Farris-Neyman (CFN) model, a two-state latent tree model fundamental to statistical phylogenetics and the ferromagnetic Ising model. Although…

Statistics Theory · Mathematics 2026-05-22 David Clancy , Hanbaek Lyu , Sebastien Roch

As is the case for many curved exponential families, the computation of maximum likelihood estimates in a multivariate normal model with a Kronecker covariance structure is typically carried out with an iterative algorithm, specifically, a…

Statistics Theory · Mathematics 2024-08-28 Mathias Drton , Alexandros Grosdos , Andrew McCormack

Consider a setting with $N$ independent individuals, each with an unknown parameter, $p_i \in [0, 1]$ drawn from some unknown distribution $P^\star$. After observing the outcomes of $t$ independent Bernoulli trials, i.e., $X_i \sim…

Statistics Theory · Mathematics 2019-02-13 Ramya Korlakai Vinayak , Weihao Kong , Gregory Valiant , Sham M. Kakade

Maximum likelihood estimation (MLE) is a fundamental computational problem in statistics. In this paper, MLE for statistical models with discrete data is studied from an algebraic statistics viewpoint. A reformulation of the MLE problem in…

Statistics Theory · Mathematics 2014-05-27 Jose Israel Rodriguez

A Maximum Likelihood recursive state estimator is derived for non-linear and non-Gaussian state-space models. The estimator combines a particle filter to generate the conditional density and the Expectation Maximization algorithm to compute…

Methodology · Statistics 2021-03-22 Mohammad S. Ramadan , Robert R. Bitmead

A fundamental question in the field of molecular computation is what computational tasks a biochemical system can carry out. In this work, we focus on the problem of finding the maximum likelihood estimate (MLE) for log-affine models. We…

Molecular Networks · Quantitative Biology 2025-10-06 Oskar Henriksson , Carlos Améndola , Jose Israel Rodriguez , Polly Y. Yu