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The paper studies large sample asymptotic properties of the Maximum Likelihood Estimator (MLE) for the parameter of a continuous time Markov chain, observed in white noise. Using the method of weak convergence of likelihoods due to…

Probability · Mathematics 2009-06-18 Pavel Chigansky

This paper addresses the critical challenge of estimating the reliability of an Electric Vehicle (EV) charging systems when facing risks such as overheating, unpredictable, weather, and cyberattacks. Traditional methods for predicting…

Systems and Control · Electrical Eng. & Systems 2025-08-19 Himanshu Tripathi , Subash Neupane , Shahram Rahimi , Noorbakhsh Amiri Golilarz , Sudip Mittal , Mohammad Sepehrifar

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…

Computation and Language · Computer Science 2023-10-27 Chenze Shao , Zhengrui Ma , Min Zhang , Yang Feng

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…

Statistics Theory · Mathematics 2025-07-24 Claudio Agostinelli , Ayanendranath Basu , Giulia Bertagnolli , Arun Kumar Kuchibhotla

Recent advances in power system State Estimation (SE) have included equivalent circuit models for representing measurement data that allows incorporation of both PMU and RTU measurements within the state estimator. In this paper, we…

Signal Processing · Electrical Eng. & Systems 2018-12-13 Martin R. Wagner , Marko Jereminov , Larry Pileggi

Knowing the connectivity and line parameters of the underlying electric distribution network is a prerequisite for solving any grid optimization task. Although distribution grids lack observability and comprehensive metering, inverters with…

Optimization and Control · Mathematics 2019-02-22 Guido Cavraro , Vassilis Kekatos

Principal stratification is a widely used framework for addressing post-randomization complications. After using principal stratification to define causal effects of interest, researchers are increasingly turning to finite mixture models to…

Methodology · Statistics 2019-08-20 Avi Feller , Evan Greif , Nhat Ho , Luke Miratrix , Natesh Pillai

The linear regression model with a random variable (RV) measurement matrix, where the mean of the random measurement matrix has full column rank, has been extensively studied. In particular, the quasiconvexity of the maximum likelihood…

Signal Processing · Electrical Eng. & Systems 2025-07-16 Ruohai Guo , Jiang Zhu , Xing Jiang , Fengzhong Qu

Distributed energy resources are better for the environment but may cause transformer overload in distribution grids, calling for recovering meter-transformer mapping to provide situational awareness, i.e., the transformer loading. The…

Optimization and Control · Mathematics 2022-05-23 Bilal Saleem , Yang Weng

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

The growing popularity of e-mobility, heat pumps, and renewable generation such as photovoltaics is leading to scenarios which the distribution grid was not originally designed for. Moreover, parts of the distribution grid are only sparsely…

Networking and Internet Architecture · Computer Science 2024-04-04 Simon Grafenhorst , Kevin Förderer , Veit Hagenmeyer

The ability to rigorously estimate the failure rates of large language models (LLMs) is a prerequisite for their safe deployment. Currently, however, practitioners often face a tradeoff between expensive human gold standards and potentially…

Computation and Language · Computer Science 2026-04-07 Minghe Shen , Ananth Balashankar , Adam Fisch , David Madras , Miguel Rodrigues

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…

Statistical Mechanics · Physics 2009-11-10 Michel L. Goldstein , Steven A. Morris , Gary G. Yen

While the ordinary least squares estimator (OLSE) is still the most used estimator in linear regression models, other estimators can be more efficient when the error distribution is not Gaussian. In this paper, our goal is to evaluate this…

Statistics Theory · Mathematics 2025-10-31 Fadoua Balabdaoui , Justine Leclerc

Finite mixture models are widely used in econometric analyses to capture unobserved heterogeneity. This paper shows that maximum likelihood estimation of finite mixtures of parametric densities can suffer from substantial finite-sample bias…

Methodology · Statistics 2026-02-04 Raphaël Langevin

Robust inferential methods based on divergences measures have shown an appealing trade-off between efficiency and robustness in many different statistical models. In this paper, minimum density power divergence estimators (MDPDEs) for the…

Statistics Theory · Mathematics 2023-12-06 A. Felipe , M. Jaenada , P. Miranda , L. Pardo

Combining discrete probability distributions and combinatorial optimization problems with neural network components has numerous applications but poses several challenges. We propose Implicit Maximum Likelihood Estimation (I-MLE), a…

Machine Learning · Computer Science 2021-10-28 Mathias Niepert , Pasquale Minervini , Luca Franceschi

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

The Mutual Information (MI) is an often used measure of dependency between two random variables utilized in information theory, statistics and machine learning. Recently several MI estimators have been proposed that can achieve parametric…

Information Theory · Computer Science 2018-11-26 Morteza Noshad , Yu Zeng , Alfred O. Hero

For the tree topology, previous studies show the maximum likelihood estimate (MLE) of a link/path takes a polynomial form with a degree that is one less than the number of descendants connected to the link/path. Since then, the main concern…

Networking and Internet Architecture · Computer Science 2010-04-28 Weiping Zhu
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