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The maximum likelihood estimator (MLE) is pivotal in statistical inference, yet its application is often hindered by the absence of closed-form solutions for many models. This poses challenges in real-time computation scenarios,…

Methodology · Statistics 2025-04-16 Pedro L. Ramos , Eduardo Ramos , Francisco A. Rodrigues , Francisco Louzada

Anomaly detection is to recognize samples that differ in some respect from the training observations. These samples which do not conform to the distribution of normal data are called outliers or anomalies. In real-world anomaly detection…

Computer Vision and Pattern Recognition · Computer Science 2022-07-05 Vahid Reza Khazaie , Anthony Wong , Yalda Mohsenzadeh

Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent…

Methodology · Statistics 2021-07-12 Yuqi Gu , Gongjun Xu

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…

Statistics Theory · Mathematics 2014-09-11 Yannis G. Yatracos

While the ordinary least squares estimator (OLSE) is still the most used estimator in linear regression models, other estimators can be more efficient when the error distribution is not Gaussian. In this paper, our goal is to evaluate this…

Statistics Theory · Mathematics 2025-10-31 Fadoua Balabdaoui , Justine Leclerc

This paper studies binary logistic regression for rare events data, or imbalanced data, where the number of events (observations in one class, often called cases) is significantly smaller than the number of nonevents (observations in the…

Machine Learning · Statistics 2020-06-02 HaiYing Wang

This paper introduces a new biased estimator for the negative binomial regression model that is a generalization of Liu-type estimator proposed for the linear model in [12]. Since the variance of the maximum likelihood estimator (MLE) is…

Methodology · Statistics 2016-04-11 Yasin Asar

Anomaly detection is a critical task across numerous domains and modalities, yet existing methods are often highly specialized, limiting their generalizability. These specialized models, tailored for specific anomaly types like textural…

Computer Vision and Pattern Recognition · Computer Science 2025-08-11 Zhaopeng Gu , Bingke Zhu , Guibo Zhu , Yingying Chen , Wei Ge , Ming Tang , Jinqiao Wang

Accurately estimating high quantiles beyond the largest observed value is crucial for risk assessment and devising effective adaptation strategies to prevent a greater disaster. The generalized extreme value distribution is widely used for…

Methodology · Statistics 2026-02-24 Yonggwan Shin , Yire Shin , Jeong-Soo Park

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 work studies the properties of the maximum likelihood estimator (MLE) of a non-linear model with Gaussian errors and multidimensional parameter. The observations are collected in a two-stage experimental design and are dependent since…

Statistics Theory · Mathematics 2019-11-01 Nancy Flournoy , Caterina May , Chiara Tommasi

Maximum likelihood estimators (MLE) and control variate estimators (CVE) have been used in conjunction with known information across sketching algorithms and applications in machine learning. We prove that under certain conditions in an…

Machine Learning · Statistics 2026-02-05 Keegan Kang , Kerong Wang , Ding Zhang , Rameshwar Pratap , Bhisham Dev Verma , Benedict H. W. Wong

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…

Econometrics · Economics 2023-09-06 L. S. Sanna Stephan

We study maximum likelihood estimation (MLE) in the generalized group orbit recovery model, where each observation is generated by applying a random group action and a known, fixed linear operator to an unknown signal, followed by additive…

Statistics Theory · Mathematics 2025-09-30 Sheng Xu , Anderson Ye Zhang , Amit Singer

Maximum likelihood estimation (MLE) is a statistical method used to estimate the parameters of a probability distribution that best explain the observed data. In the context of text generation, MLE is often used to train generative language…

Computation and Language · Computer Science 2023-10-27 Chenze Shao , Zhengrui Ma , Min Zhang , Yang Feng

It is widely recognized that deep neural networks are sensitive to bias in the data. This means that during training these models are likely to learn spurious correlations between data and labels, resulting in limited generalization…

Machine Learning · Computer Science 2024-12-06 Vito Paolo Pastore , Massimiliano Ciranni , Davide Marinelli , Francesca Odone , Vittorio Murino

We compare an autoencoder convolutional neural network (AE-CNN) with a conventional maximum-likelihood estimator (MLE) for inferring cluster virial masses, $M_v$, directly from the galaxy distribution around clusters, without identifying…

Cosmology and Nongalactic Astrophysics · Physics 2025-11-18 Raeed Mundow , Adi Nusser

Anomaly detection is being regarded as an unsupervised learning task as anomalies stem from adversarial or unlikely events with unknown distributions. However, the predictive performance of purely unsupervised anomaly detection often fails…

Machine Learning · Computer Science 2014-01-27 Nico Goernitz , Marius Micha Kloft , Konrad Rieck , Ulf Brefeld

Most of the existing methods for anomaly detection use only positive data to learn the data distribution, thus they usually need a pre-defined threshold at the detection stage to determine whether a test instance is an outlier.…

Machine Learning · Computer Science 2019-03-19 Kai Tian , Shuigeng Zhou , Jianping Fan , Jihong Guan

Training the parameters of statistical models to describe a given data set is a central task in the field of data mining and machine learning. A very popular and powerful way of parameter estimation is the method of maximum likelihood…

Machine Learning · Computer Science 2016-03-22 Johannes Blömer , Sascha Brauer , Kathrin Bujna