Related papers: Maximum likelihood estimators for scaled mutation …
We consider the estimation of the mixing distribution of a normal distribution where both the shift and scale are unobserved random variables. We argue that in general, the model is not identifiable. We give an elegant non-constructive…
According to standard econometric theory, Maximum Likelihood estimation (MLE) is the efficient estimation choice, however, it is not always a feasible one. In network diffusion models with unobserved signal propagation, MLE requires…
We consider discrete time Heath-Jarrow-Morton type interest rate models, where the interest rate curves are driven by a geometric spatial autoregression field. Strong consistency and asymptotic normality of the maximum likelihood estimators…
Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…
Robust estimators of location and dispersion are often used in the elliptical model to obtain an uncontaminated and highly representative subsample by trimming the data outside an ellipsoid based in the associated Mahalanobis distance. Here…
In this paper, we consider several efficient data structures for the problem of sampling from a dynamically changing discrete probability distribution, where some prior information is known on the distribution of the rates, in particular…
We study Bayesian linear regression models with skew-symmetric scale mixtures of normal error distributions. These kinds of models can be used to capture departures from the usual assumption of normality of the errors in terms of heavy…
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…
The differences between DNA-sequences within a population are the basis to infer the ancestral relationship of the individuals. Within the classical infinitely many sites model, it is possible to estimate the mutation rate based on the site…
This paper proposes maximum (quasi)likelihood estimation for high dimensional factor models with regime switching in the loadings. The model parameters are estimated jointly by the EM (expectation maximization) algorithm, which in the…
Linear mixed models (LMMs) are used as an important tool in the data analysis of repeated measures and longitudinal studies. The most common form of LMMs utilize a normal distribution to model the random effects. Such assumptions can often…
Motivated by genome-wide association studies, we consider a standard linear model with one additional random effect in situations where many predictors have been collected on the same subjects and each predictor is analyzed separately.…
Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal and image processing applications. Considering the…
Phylogenetics uses alignments of molecular sequence data to learn about evolutionary trees relating species. Along branches, sequence evolution is modelled using a continuous-time Markov process characterised by an instantaneous rate…
In this article, we propose joint location, scale and skewness models of the skew Laplace normal (SLN) distribution as an alternative model for joint modelling location, scale and skewness models of the skew-t-normal (STN) distribution when…
When estimating a proportion and only a sample of triplets is given, dependencies within the triplets are to be accounted for. Without assuming a distribution for the success count of the triplet, together with the proportion, as second and…
Under constant selection, each trait has a fixed fitness, and small mutation rates allow populations to efficiently exploit the optimal trait. Therefore it is reasonable to expect mutation rates will evolve downwards. However, we find this…
Somatic mutations in cancer can be viewed as a mixture distribution of several mutational signatures, which can be inferred using non-negative matrix factorization (NMF). Mutational signatures have previously been parametrized using either…
Constrained approaches to maximum likelihood estimation in the context of finite mixtures of normals have been presented in the literature. A fully data-dependent constrained method for maximum likelihood estimation of clusterwise linear…
For a fixed $T$ and $k \geq 2$, a $k$-dimensional vector stochastic differential equation $dX_t=\mu(X_t, \theta)dt+\nu(X_t)dW_t,$ is studied over a time interval $[0,T]$. Vector of drift parameters $\theta$ is unknown. The dependence in…