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This paper provides a review of model selection and model averaging methods for multinomial probit models estimated using the MACML approach. The proposed approaches are partitioned into test based methods (mostly derived from the…
In this article, we present the maximum weighted likelihood estimator (MWLE) for robust estimations of heavy-tail finite mixture models (FMM). This is motivated by the complex distributional phenomena of insurance claim severity data, where…
This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of observations (T). An inferential theory is developed. We…
This paper proposes a new Bayesian approach for analysing moment condition models in the situation where the data may be contaminated by outliers. The approach builds upon the foundations developed by Schennach (2005) who proposed the…
Optimum designs for parameter estimation in generalized regression models are standardly based on the Fisher information matrix (cf. Atkinson et al (2014) for a recent exposition). The corresponding optimality criteria are related to the…
An adaptive physics-inspired model design strategy for machine-learning interatomic potentials (MLIPs) is proposed. This strategy relies on iterative reconfigurations of composite models from single-term models, followed by a unified…
This work establishes regularity conditions for consistency and asymptotic normality of the multiple parameter maximum likelihood estimator(MLE) from censored data, where the censoring mechanism is in the form of $1$-bit measurements. The…
The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…
We consider discrete default intensity based and logit type reduced form models for conditional default probabilities for corporate loans where we develop simple closed form approximations to the maximum likelihood estimator (MLE) when the…
We introduce universal neural likelihood inference (UNLI): enabling a single model to provide data-grounded, conditional likelihood predictions for arbitrary targets given any collection of observed features, across diverse domains and…
Maximum likelihood degree of a projective variety is the number of critical points of a general likelihood function. In this note, we compute the Maximum likelihood degree of Fermat hypersurfaces. We give a formula of the Maximum likelihood…
The Poisson distribution is often used as a standard model for count data. Quite often, however, such data sets are not well fit by a Poisson model because they have more zeros than are compatible with this model. For these situations, a…
In this paper we apply to gravitational waves from non-spinning binary systems a recently intro- duced frequentist methodology to calculate analytically the error for a maximum likelihood estimate (MLE) of physical parameters. While…
Prevailing machine-learned interatomic potential (MLIP) uncertainty-quantification methods rely on ensembles of independently trained backbones. These methods scale unfavorably with foundation-scale MLIPs, and their member-disagreement…
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…
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 maximum likelihood estimator (MLE) is pivotal in statistical inference, yet its application is often hindered by the absence of closed-form solutions for many models. This poses challenges in real-time computation scenarios,…
Zero-inflated models are frequently used to deal with data having many zeros. A commonly used model for over-dispersed data containing zeros is known as the zero-inflated Poisson model. However, to account for the heterogeneity of counts…
When a statistical model $\{P_{\theta} : \theta \in \Theta\}$ lacks analytically tractable likelihoods, parametric statistical inference based on data generated from an unknown underlying distribution $P$ can still be performed as long as…
Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…