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A two-stage adaptive optimal design is an attractive option for increasing the efficiency of clinical trials. In these designs, based on interim data, the locally optimal dose is chosen for further exploration, which induces dependencies…

Methodology · Statistics 2019-05-24 Zhantao Lin , Nancy Flournoy , William F. Rosenberger

When analyzing incomplete data, is it better to use multiple imputation (MI) or full information maximum likelihood (ML)? In large samples ML is clearly better, but in small samples ML's usefulness has been limited because ML commonly uses…

Methodology · Statistics 2017-03-24 Paul T. von Hippel

In this paper we develop a theory of matrix completion for the extreme case of noisy 1-bit observations. Instead of observing a subset of the real-valued entries of a matrix M, we obtain a small number of binary (1-bit) measurements…

Statistics Theory · Mathematics 2014-07-02 Mark A. Davenport , Yaniv Plan , Ewout van den Berg , Mary Wootters

Two-phase outcome dependent sampling (ODS) is widely used in many fields, especially when certain covariates are expensive and/or difficult to measure. For two-phase ODS, the conditional maximum likelihood (CML) method is very attractive…

Methodology · Statistics 2022-12-21 Menglu Che , Peisong Han , Jerald F. Lawless

We introduce a new updating rule, the conditional maximum likelihood rule (CML) for updating ambiguous information. The CML formula replaces the likelihood term in Bayes' rule with the maximal likelihood of the given signal conditional on…

Theoretical Economics · Economics 2020-12-29 Rui Tang

Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion…

Machine Learning · Statistics 2020-03-23 Xiaojun Mao , Raymond K. W. Wong , Song Xi Chen

In making inference on the relation between failure and exposure histories in the Cox semiparametric model, the maximum partial likelihood estimator (MPLE) of the finite dimensional odds parameter, and the Breslow estimator of the baseline…

Statistics Theory · Mathematics 2009-06-12 Larry Goldstein , Haimeng Zhang

We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear mixed effects models when the variance matrix of Gaussian random effects has a prescribed pattern of zeros (PPZ). The method consists in coupling the recently…

Methodology · Statistics 2009-02-11 Djalil Chafai , Didier Concordet

We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…

Statistics Theory · Mathematics 2012-07-24 Stephen E. Fienberg , Alessandro Rinaldo

Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum…

Methodology · Statistics 2023-05-11 Ayush Bharti , Masha Naslidnyk , Oscar Key , Samuel Kaski , François-Xavier Briol

Empirical economic research frequently applies maximum likelihood estimation in cases where the likelihood function is analytically intractable. Most of the theoretical literature focuses on maximum simulated likelihood (MSL) estimators,…

Econometrics · Economics 2019-08-13 Michael Griebel , Florian Heiss , Jens Oettershagen , Constantin Weiser

The missing data problem has been broadly studied in the last few decades and has various applications in different areas such as statistics or bioinformatics. Even though many methods have been developed to tackle this challenge, most of…

Machine Learning · Statistics 2021-06-10 Thu Nguyen , Khoi Minh Nguyen-Duy , Duy Ho Minh Nguyen , Binh T. Nguyen , Bruce Alan Wade

In many practical situations we would like to estimate the covariance matrix of a set of variables from an insufficient amount of data. More specifically, if we have a set of $N$ independent, identically distributed measurements of an $M$…

Probability · Mathematics 2010-10-05 Thomas L. Marzetta , Gabriel H. Tucci , Steven H. Simon

Consider the problem of detecting one of M i.i.d. Gaussian signals corrupted in white Gaussian noise. Conventionally, matched filters are used for detection. We first show that the outputs of the matched filter form a set of asymptotically…

Information Theory · Computer Science 2020-08-19 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan , Yonina C. Eldar

We present new results for consistency of maximum likelihood estimators with a focus on multivariate mixed models. Our theory builds on the idea of using subsets of the full data to establish consistency of estimators based on the full…

Statistics Theory · Mathematics 2019-02-13 Karl Oskar Ekvall , Galin L. Jones

Missing data are inevitable in longitudinal studies. Traditional methods, such as the full information maximum likelihood (FIML), are commonly used to handle ignorable missing data. However, they may lead to biased model estimation due to…

Applications · Statistics 2024-01-01 Dandan Tang , Xin Tong

The change-plane Cox model is a popular tool for the subgroup analysis of survival data. Despite the rich literature on this model, there has been limited investigation into the asymptotic properties of the estimators of the…

Statistics Theory · Mathematics 2023-02-14 Shota Takeishi

We investigate methods for parameter learning from incomplete data that is not missing at random. Likelihood-based methods then require the optimization of a profile likelihood that takes all possible missingness mechanisms into account.…

Methodology · Statistics 2012-07-02 Manfred Jaeger

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

Statistics Theory · Mathematics 2022-11-28 Junichiro Yoshida , Nakahiro Yoshida

Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…

Statistics Theory · Mathematics 2013-11-21 Ricardo Maronna , Víctor Yohai