Related papers: A new inequality for maximum likelihood estimation…

We consider a one dimensional sub-ballistic random walk evolving in a parametric i.i.d. random environment. We study the asymptotic properties of the maximum likelihood estimator (MLE) of the parameter based on a single observation of the…

Consider the Gaussian sequence model under the additional assumption that a fixed fraction of the means is known. We study the problem of variance estimation from a frequentist Bayesian perspective. The maximum likelihood estimator (MLE)…

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…

Maximum Likelihood Estimators (MLE) has many good properties. For example, the asymptotic variance of MLE solution attains equality of the asymptotic Cram{\'e}r-Rao lower bound (efficiency bound), which is the minimum possible variance for…

We suggest an iterative approach to computing K-step maximum likelihood estimates (MLE) of the parametric components in semiparametric models based on their profile likelihoods. The higher order convergence rate of K-step MLE mainly depends…

The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…

Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered…

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…

Deep latent variable models (DLVMs) combine the approximation abilities of deep neural networks and the statistical foundations of generative models. Variational methods are commonly used for inference; however, the exact likelihood of…

Triangular distributions are a well-known class of distributions that are often used as elementary example of a probability model. In the past, enumeration and order statistic-based methods have been suggested for the maximum likelihood…

Ranking problems based on pairwise comparisons, such as those arising in online gaming, often involve a large pool of items to order. In these situations, the gap in performance between any two items can be significant, and the smallest and…

The EM algorithm is a generic tool that offers maximum likelihood solutions when datasets are incomplete with data values missing at random or completely at random. At least for its simplest form, the algorithm can be rewritten in terms of…

Here, in this paper it has been considered a sub family of exponential family. Maximum likelihood estimations (MLE) for the parameter of this family, probability density function, and cumulative density function based on a sample and based…

We present both offline and online maximum likelihood estimation (MLE) techniques for inferring the static parameters of a multiple target tracking (MTT) model with linear Gaussian dynamics. We present the batch and online versions of the…

Asymptotic efficiency of targeted maximum likelihood estimators (TMLE) of target features of the data distribution relies on a a second order remainder being asymptotically negligible. In previous work we proposed a nonparametric MLE termed…

The behavior of maximum likelihood estimates (MLEs) and the likelihood ratio statistic in a family of problems involving pointwise nonparametric estimation of a monotone function is studied. This class of problems differs radically from the…

Much of the theory of estimation for exponential family models, which include exponential-family random graph models (ERGMs) as a special case, is well-established and maximum likelihood estimates in particular enjoy many desirable…

Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…

In this letter, we revisit the problem of maximum likelihood estimation (MLE) of parameters of Gaussian Mixture Model (GMM) and show a new derivation for its parameters. The new derivation, unlike the classical approach employing the…

The inherent bias pathology of the maximum likelihood (ML) estimation method is confirmed for models with unknown parameters $\theta$ and $\psi$ when MLE $\hat \psi$ is function of MLE $\hat \theta.$ To reduce $\hat \psi$'s bias the…