English
Related papers

Related papers: Unified estimation framework for unnormalized mode…

200 papers

There have been many applications of deep neural networks to detector calibrations and a growing number of studies that propose deep generative models as automated fast detector simulators. We show that these two tasks can be unified by…

High Energy Physics - Phenomenology · Physics 2025-04-14 Haoxing Du , Claudius Krause , Vinicius Mikuni , Benjamin Nachman , Ian Pang , David Shih

In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…

Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating…

Statistics Theory · Mathematics 2009-09-29 Jianwen Cai , Jianqing Fan , Haibo Zhou , Yong Zhou

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…

To tackle massive data, subsampling is a practical approach to select the more informative data points. However, when responses are expensive to measure, developing efficient subsampling schemes is challenging, and an optimal sampling…

Computation · Statistics 2022-10-11 Jing Wang , HaiYing Wang , Shifeng Xiong

We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…

Statistics Theory · Mathematics 2012-07-24 Stephen E. Fienberg , Alessandro Rinaldo

Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…

Methodology · Statistics 2023-04-21 Ioannis Kalogridis , Gerda Claeskens , Stefan Van Aelst

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

Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements…

Methodology · Statistics 2014-09-29 Jiantao Jiao , Kartik Venkat , Yanjun Han , Tsachy Weissman

This paper develops several interesting, significant, and interconnected approaches to nonparametric or semi-parametric statistical inferences. The overwhelmingly favoured maximum likelihood estimator (MLE) under parametric model is…

Statistics Theory · Mathematics 2023-03-30 Haodi Liang , Jiahua Chen

We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…

Optimization and Control · Mathematics 2020-09-22 Polina Alexeenko , Eilyan Bitar

Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…

Machine Learning · Statistics 2018-10-30 Faicel Chamroukhi , Bao-Tuyen Huynh

Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…

Statistics Theory · Mathematics 2019-12-10 Niels Lundtorp Olsen

This paper proposes a nonlinear estimator for the robust reconstruction of process and sensor faults for a class of uncertain nonlinear systems. The proposed fault estimation method augments the system dynamics with an ultra-local (in time)…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Farhad Ghanipoor , Carlos Murguia , Peyman Mohajerin Esfahani , Nathan van de Wouw

A simple characterization of uniformly minimum variance unbiased estimators (UMVUEs) is provided (in the case when the sample space is finite) in terms of a linear independence condition on the likelihood functions corresponding to the…

Statistics Theory · Mathematics 2015-09-15 Iosif Pinelis

This paper considers an empirical likelihood inference for parameters defined by general estimating equations, when data are missing at random. The efficiency of existing estimators depends critically on correctly specifying the conditional…

Methodology · Statistics 2016-12-06 Tianqing Liu , Xiaohui Yuan , Zhaohai Li , Aiyi Liu

A discrete statistical model is a subset of a probability simplex. Its maximum likelihood estimator (MLE) is a retraction from that simplex onto the model. We characterize all models for which this retraction is a rational function. This is…

Statistics Theory · Mathematics 2020-06-16 Eliana Duarte , Orlando Marigliano , Bernd Sturmfels

Statistical inference on histograms and frequency counts plays a central role in categorical data analysis. Moving beyond classical methods that directly analyze labeled frequencies, we introduce a framework that models the multiset of…

Statistics Theory · Mathematics 2025-11-10 Yun Ma , Pengkun Yang

Several interesting generative learning algorithms involve a complex probability distribution over many random variables, involving intractable normalization constants or latent variable normalization. Some of them may even not have an…

Machine Learning · Computer Science 2014-05-13 Yoshua Bengio , Li Yao , Kyunghyun Cho

This paper presents two novel hyperspectral mixture models and associated unmixing algorithms. The two models assume a linear mixing model corrupted by an additive term whose expression can be adapted to account for multiple scattering…