Related papers: Quantifying and Reducing Bias in Maximum Likelihoo…

We study the consistency and optimality of the maximum marginal likelihood estimate (MMLE) in the hyperparameter inference for large-degree-of-freedom models. We perform main analyses within the exponential family, where the natural…

This work establishes regularity conditions for consistency and asymptotic normality of the multiple parameter maximum likelihood estimator(MLE) from censored data, where the censoring mechanism is in the form of $1$-bit measurements. The…

For a multinomial distribution, suppose that we have prior knowledge of the sum of the probabilities of some categories. This allows us to construct a submodel in a full (i.e., no-restriction) model. Maximum likelihood estimation (MLE)…

Structural equation modeling (SEM) and path analysis have long been central tools for studying complex causal relationships in the social and behavioral sciences, yet their reliance on parametric assumptions can lead to biased inference…

Anomaly detecting as an important technical in cloud computing is applied to support smooth running of the cloud platform. Traditional detecting methods based on statistic, analysis, etc. lead to the high false-alarm rate due to…

Unsupervised anomaly detection is a challenging task. Autoencoders (AEs) or generative models are often employed to model the data distribution of normal inputs and subsequently identify anomalous, out-of-distribution inputs by high…

Anomaly detection is defined as the problem of finding data points that do not follow the patterns of the majority. Among the various proposed methods for solving this problem, classification-based methods, including one-class Support…

In cluster-specific studies, ordinary logistic regression and conditional logistic regression for binary outcomes provide maximum likelihood estimator (MLE) and conditional maximum likelihood estimator (CMLE), respectively. In this paper,…

A key challenge of modern machine learning systems is to achieve Out-of-Distribution (OOD) generalization -- generalizing to target data whose distribution differs from that of source data. Despite its significant importance, the…

Building a scalable machine learning system for unsupervised anomaly detection via representation learning is highly desirable. One of the prevalent methods is using a reconstruction error from variational autoencoder (VAE) via maximizing…

We consider the estimation of the affine parameter (and power-law exponent) in the preferential attachment model with random initial degrees. We derive the likelihood, and show that the maximum likelihood estimator (MLE) is asymptotically…

In the missing data literature, the Maximum Likelihood Estimator (MLE) is celebrated for its ignorability property under missing at random (MAR) data. However, its sensitivity to misspecification of the (complete) data model, even under…

Anomalies are samples that significantly deviate from the rest of the data and their detection plays a major role in building machine learning models that can be reliably used in applications such as data-driven design and novelty…

This paper defines a Maximum Likelihood Estimator (MLE) for the admittance matrix estimation of distribution grids, utilising voltage magnitude and power measurements collected only from common, unsychronised measuring devices (Smart…

Maximum Likelihood Estimation (MLE) is the bread and butter of system inference for stochastic systems. In some generality, MLE will converge to the correct model in the infinite data limit. In the context of physical approaches to system…

Incipient anomalies present milder symptoms compared to severe ones, and are more difficult to detect and diagnose due to their close resemblance to normal operating conditions. The lack of incipient anomaly examples in the training data…

The parameter estimation of unnormalized models is a challenging problem. The maximum likelihood estimation (MLE) is computationally infeasible for these models since normalizing constants are not explicitly calculated. Although some…

Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…

This paper develops a quasi-maximum likelihood estimator for genuinely unbalanced dynamic network panel data models with individual fixed effects. We propose a model that accommodates contemporaneous and lagged network spillovers, temporal…

This paper investigates the asymptotic distribution of the maximum-likelihood estimate (MLE) in multinomial logistic models in the high-dimensional regime where dimension and sample size are of the same order. While classical large-sample…