Related papers: Modeling Sparse Data Using MLE with Applications t…
In this article, we introduce a two-way factor model for a high-dimensional data matrix and study the properties of the maximum likelihood estimation (MLE). The proposed model assumes separable effects of row and column attributes and…
Nonparametric empirical Bayes methods provide a flexible and attractive approach to high-dimensional data analysis. One particularly elegant empirical Bayes methodology, involving the Kiefer-Wolfowitz nonparametric maximum likelihood…
In this paper we study the computation of the nonparametric maximum likelihood estimator (NPMLE) in multivariate mixture models. Our first approach discretizes this infinite dimensional convex optimization problem by fixing the support…
Skew normal model suffers from inferential drawbacks, namely singular Fisher information in the vicinity of symmetry and diverging of maximum likelihood estimation. To address the above drawbacks, Azzalini and Arellano-Valle (2013)…
In many random phenomena, such as life-testing experiments and environmental data (like rainfall data), there are often positive values and an excess of zeros, which create modeling challenges. In life testing, immediate failures result in…
In this article we focus on Maximum Likelihood estimation (MLE) for the static parameters of hidden Markov models (HMMs). We will consider the case where one cannot or does not want to compute the conditional likelihood density of the…
Maximum likelihood estimation is a popular method in statistical inference. As a way of assessing the accuracy of the maximum likelihood estimate (MLE), the calculation of the covariance matrix of the MLE is of great interest in practice.…
The nonparametric maximum likelihood estimator (NPMLE) in monotone binary regression models is studied when the impact of the features on the labels is weak. Here, weakness is colloquially understood as "close to flatness" of the…
We consider estimation of a functional parameter of a realistically modeled data distribution based on observing independent and identically distributed observations. We define an $m$-th order Spline Highly Adaptive Lasso Minimum Loss…
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…
Estimating the matrix of connections probabilities is one of the key questions when studying sparse networks. In this work, we consider networks generated under the sparse graphon model and the in-homogeneous random graph model with missing…
This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…
Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…
Graphical and sparse (inverse) covariance models have found widespread use in modern sample-starved high dimensional applications. A part of their wide appeal stems from the significantly low sample sizes required for the existence of…
This short communication uses a simple experiment to show that fitting to a power law distribution by using graphical methods based on linear fit on the log-log scale is biased and inaccurate. It shows that using maximum likelihood…
It is proposed in the literature that in some complicated problems maximum likelihood estimates (MLE) are not suitable or even do not exist. An alternative to MLE for estimation of the parameters is the Bayesian method. The Markov chain…
This paper focuses on detection tasks in information extraction, where positive instances are sparsely distributed and models are usually evaluated using F-measure on positive classes. These characteristics often result in deficient…
The aim of this paper is to study the asymptotic properties of the maximum likelihood estimator (MLE) of the drift coefficient for fractional stochastic heat equation driven by an additive space-time noise. We consider the traditional for…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…
We develop a new method for reconstructing cluster mass profiles and large-scale structure from the cosmic microwave background (CMB). By analyzing the likelihood of CMB lensing, we analytically prove that standard quadratic estimators for…