Related papers: Maximum Likelihood Estimation under the Emax Model…

Linear birth-and-death processes (LBDPs) are foundational stochastic models in population dynamics, evolutionary biology, and hematopoiesis. Estimating parameters from discretely observed data is computationally demanding due to irregular…

We introduce a simple modification to the standard maximum likelihood estimation (MLE) framework. Rather than maximizing a single unconditional likelihood of the data under the model, we maximize a family of \textit{noise conditional}…

We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a single observation of the path, we provide a maximum likelihood…

In this letter, we revisit the problem of maximum likelihood estimation (MLE) of parameters of Gaussian Mixture Model (GMM) and show a new derivation for its parameters. The new derivation, unlike the classical approach employing the…

A new likelihood based AR approximation is given for ARMA models. The usual algorithms for the computation of the likelihood of an ARMA model require $O(n)$ flops per function evaluation. Using our new approximation, an algorithm is…

The behavior of maximum likelihood estimates (MLEs) and the likelihood ratio statistic in a family of problems involving pointwise nonparametric estimation of a monotone function is studied. This class of problems differs radically from the…

We study the consistency and optimality of the maximum marginal likelihood estimate (MMLE) in the hyperparameter inference for large-degree-of-freedom models. We perform main analyses within the exponential family, where the natural…

This paper investigates the asymptotic distribution of the maximum-likelihood estimate (MLE) in multinomial logistic models in the high-dimensional regime where dimension and sample size are of the same order. While classical large-sample…

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…

One of the important problem in reliability analysis is computation of stress-strength reliability. But it is impractical to compute it in certain situations. So the estimation stay as an alternative solution to get an approximate value of…

This paper proposes and analyzes a new method for quantum state estimation, called hedged maximum likelihood (HMLE). HMLE is a quantum version of Lidstone's Law, also known as the "add beta" rule. A straightforward modification of maximum…

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…

Estimation of generalized linear mixed models (GLMMs) with non-nested random effects structures requires approximation of high-dimensional integrals. Many existing methods are tailored to the low-dimensional integrals produced by nested…

A two-groups mixed-effects model for the comparison of (normalized) microarray data from two treatment groups is considered. Most competing parametric methods that have appeared in the literature are obtained as special cases or by minor…

Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…

Strong consistency of the maximum likelihood estimator (MLE) for parametric Gibbs point process models is established. The setting is very general. It includes pairwise pair potentials, finite and infinite multibody interactions and…

Maximum likelihood estimation in nonlinear models can exhibit substantial instability in finite samples when the data provide limited information about certain parameters. Such instability is driven by rare but extreme realizations of the…

We give an asymptotic development of the maximum likelihood estimator (MLE), or any other estimator defined implicitly, in a way which involves the limiting behavior of the score and its higher-order derivatives. This development, which is…

Motivated by studying asymptotic properties of the maximum likelihood estimator (MLE) in stochastic volatility (SV) models, in this paper we investigate likelihood estimation in state space models. We first prove, under some regularity…

Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…