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The existence and consistency of a maximum likelihood estimator for the joint probability distribution of random parameters in discrete-time abstract parabolic systems are established by taking a nonparametric approach in the context of a…

Methodology · Statistics 2023-04-26 Lernik Asserian , Susan E. Luczak , I. G. Rosen

In this paper, we propose a novel approach for tackling the obstacles of empirical likelihood in the face of massive data, which is called split sample mean empirical likelihood (SSMEL), our approach provides a unique perspective for…

Methodology · Statistics 2023-06-07 Yang Liu , Xia Chen , Wei-min Yang

Modeling sparse data such as microbiome and transcriptomics (RNA-seq) data is very challenging due to the exceeded number of zeros and skewness of the distribution. Many probabilistic models have been used for modeling sparse data,…

Methodology · Statistics 2021-12-30 Hani Aldirawi , Jie Yang

Consider the nonparametric regression model Y=m(X)+E, where the function m is smooth but unknown, and E is independent of X. An estimator of the density of the error term E is proposed and its weak consistency is obtained. The contribution…

Statistics Theory · Mathematics 2011-12-25 Rawane Samb

Item response theory (IRT) models typically rely on a normality assumption for subject-specific latent traits, which is often unrealistic in practice. Semiparametric extensions based on Dirichlet process mixtures offer a more flexible…

A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…

Statistics Theory · Mathematics 2015-06-22 Gabriela Ciuperca , Zahraa Salloum

Delattre et al. (2013) considered n independent stochastic differential equations (SDEs), where in each case the drift term is associated with a random effect, the distribution of which depends upon unknown parameters. Assuming the…

Statistics Theory · Mathematics 2016-05-12 Trisha Maitra , Sourabh Bhattacharya

This paper deals with nonparametric maximum likelihood estimation for Gaussian locally stationary processes. Our nonparametric MLE is constructed by minimizing a frequency domain likelihood over a class of functions. The asymptotic behavior…

Statistics Theory · Mathematics 2011-11-10 Rainer Dahlhaus , Wolfgang Polonik

The exponential-family random graph models (ERGMs) have emerged as an important framework for modeling social networks for a wide variety of relational types. ERGMs for valued networks are less well-developed than their unvalued…

Methodology · Statistics 2023-08-01 Peng Huang , Carter T. Butts

Statistical methods with empirical likelihood (EL) are appealing and effective especially in conjunction with estimating equations through which useful data information can be adaptively and flexibly incorporated. It is also known in the…

Statistics Theory · Mathematics 2018-12-21 Jinyuan Chang , Cheng Yong Tang , Tong Tong Wu

Reward models (RMs) are essential for aligning large language models (LLM) with human expectations. However, existing RMs struggle to capture the stochastic and uncertain nature of human preferences and fail to assess the reliability of…

Machine Learning · Computer Science 2025-02-13 Xingzhou Lou , Dong Yan , Wei Shen , Yuzi Yan , Jian Xie , Junge Zhang

We describe a method for fitting distributions to data which only requires knowledge of the parametric form of either the signal or the background but not both. The unknown distribution is fit using a non-parametric kernel density…

Data Analysis, Statistics and Probability · Physics 2015-06-03 Wolfgang A. Rolke , Angel M. López

When the response mechanism is believed to be not missing at random (NMAR), a valid analysis requires stronger assumptions on the response mechanism than standard statistical methods would otherwise require. Semiparametric estimators have…

Methodology · Statistics 2020-05-08 Kosuke Morikawa , Jae Kwang Kim

\noindent Randomized nomination sampling (RNS) is a rank-based sampling technique which has been shown to be effective in several nonparametric studies involving environmental and ecological applications. In this paper, we investigate…

Methodology · Statistics 2015-12-18 Mohammad Nourmohammadi , Mohammad Jafari Jozani , Brad Johnson

Envelope method was recently proposed as a method to reduce the dimension of responses in multivariate regressions. However, when there exists missing data, the envelope method using the complete case observations may lead to biased and…

Methodology · Statistics 2021-03-25 Linquan Ma , Lan Liu , Wei Yang

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…

Statistics Theory · Mathematics 2014-05-27 Jose Israel Rodriguez

The Expectation Maximization (EM) algorithm is widely used as an iterative modification to maximum likelihood estimation when the data is incomplete. We focus on a semi-supervised case to learn the model from labeled and unlabeled samples.…

Machine Learning · Computer Science 2023-01-26 Erixhen Sula , Lizhong Zheng

In semi-supervised learning, the prevailing understanding suggests that observing additional unlabeled samples improves estimation accuracy for linear parameters only in the case of model misspecification. In this work, we challenge such a…

Methodology · Statistics 2025-09-03 Kai Chen , Yuqian Zhang

In this paper, we study the Bernstein polynomial model for estimating the multivariate distribution functions and densities with bounded support. As a mixture model of multivariate beta distributions, the maximum (approximate) likelihood…

Methodology · Statistics 2019-01-23 Tao Wang , Zhong Guan

In this work, we revisit the estimation of the model parameters of a Weibull distribution based on iid observations, using the maximum likelihood estimation (MLE) method which does not yield closed expressions of the estimators. Among other…

Computation · Statistics 2025-01-22 Buu-Chau Truong , Peter Mphekgwana , Nabendu Pal