Related papers: Toric invariant theory for maximum likelihood esti…
In optimal covariance cleaning theory, minimizing the Frobenius norm between the true population covariance matrix and a rotational invariant estimator is a key step. This estimator can be obtained asymptotically for large covariance…
The parameters of the log-logistic distribution are generally estimated based on classical methods such as maximum likelihood estimation, whereas these methods usually result in severe biased estimates when the data contain outliers. In…
Variational inference has become one of the most widely used methods in latent variable modeling. In its basic form, variational inference employs a fully factorized variational distribution and minimizes its KL divergence to the posterior.…
This work proposes a novel theoretical framework of robust limit analysis i.e. the computation of limit loads of structures in presence of uncertainties using limit analysis and robust optimization theories. We first derive generic robust…
Single-molecule localization microscopy allows practitioners to locate and track labeled molecules in biological systems. When extracting diffusion coefficients from the resulting trajectories, it is common practice to perform a linear fit…
The continuous extension of a discrete random variable is amongst the computational methods used for estimation of multivariate normal copula-based models with discrete margins. Its advantage is that the likelihood can be derived…
For a toric log variety with standard coefficients, we show that the minimal log discrepancy at a closed invariant point bounds the Cartier index of a neighbourhood.
We consider trawl processes, which are stationary and infinitely divisible stochastic processes and can describe a wide range of statistical properties, such as heavy tails and long memory. In this paper, we develop the first…
In this extended abstract, we report on ongoing work towards an approximate multimodal optimization algorithm with asymptotic guarantees. Multimodal optimization is the problem of finding all local optimal solutions (modes) to a path…
Maximum likelihood estimation (MLE) is a fundamental computational problem in statistics. In this paper, MLE for statistical models with discrete data is studied from an algebraic statistics viewpoint. A reformulation of the MLE problem in…
The inherent complexity of biological agents often leads to motility behavior that appears to have random components. Robust stochastic inference methods are therefore required to understand and predict the motion patterns from time…
We consider a lognormal diffusion process having a multisigmoidal logistic mean, useful to model the evolution of a population which reaches the maximum level of the growth after many stages. Referring to the problem of statistical…
We define scrollar invariants of tropical curves with a fixed divisor of rank 1. We examine the behavior of scrollar invariants under specialization, and provide an algorithm for computing these invariants for a much-studied family of…
Mathematical models of reaction networks can exhibit very complex dynamics, including multistability, oscillations, and chaotic dynamics. On the other hand, under some additional assumptions on the network or on parameter values, these…
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…
We derive the class of covariant measurements which are optimal according to the maximum likelihood criterion. The optimization problem is fully resolved in the case of pure input states, under the physically meaningful hypotheses of…
A very popular class of models for networks posits that each node is represented by a point in a continuous latent space, and that the probability of an edge between nodes is a decreasing function of the distance between them in this latent…
We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a single observation of the path, we provide a maximum likelihood…
Accelerated algorithms for maximum likelihood image reconstruction are essential for emerging applications such as 3D tomography, dynamic tomographic imaging, and other high dimensional inverse problems. In this paper, we introduce and…
In this paper, we study the log-likelihood function and Maximum Likelihood Estimate (MLE) for the matrix normal model for both real and complex models. We describe the exact number of samples needed to achieve (almost surely) three…