Related papers: A Marginal Maximum Likelihood Approach for Hierarc…
The maximum likelihood estimation is computationally demanding for large datasets, particularly when the likelihood function includes integrals. Subsampling can reduce the computational burden, but it often results in efficiency loss.This…
Likelihood-free methods are an essential tool for performing inference for implicit models which can be simulated from, but for which the corresponding likelihood is intractable. However, common likelihood-free methods do not scale well to…
Logistic regression is a common classification method in supervised learning. Surprisingly, there are very few solutions for performing logistic regression with missing values in the covariates. We suggest a complete approach based on a…
Two major ideas in the analysis of missing data are (a) the EM algorithm [Dempster, Laird and Rubin, J. Roy. Statist. Soc. Ser. B 39 (1977) 1--38] for maximum likelihood (ML) estimation, and (b) the formulation of models for the joint…
Health economic evaluations based on patient-level data collected alongside clinical trials~(e.g. health related quality of life and resource use measures) are an important component of the process which informs resource allocation…
We study the problem of maximum likelihood estimation for general patterns of bivariate missing data for normal and multinomial random variables, under the assumption that the data is missing at random (MAR). For normal data, the score…
Autoregressive moving average (ARMA) models are widely used for analyzing time series data. However, standard likelihood-based inference methodology for ARMA models has avoidable limitations. We show that currently accepted standards for…
We propose a new and computationally efficient algorithm for maximizing the observed log-likelihood for a multivariate normal data matrix with missing values. We show that our procedure based on iteratively regressing the missing on the…
Marginal-likelihood based model-selection, even though promising, is rarely used in deep learning due to estimation difficulties. Instead, most approaches rely on validation data, which may not be readily available. In this work, we present…
The spherically invariant random process (SIRP) clutter model is commonly used in scenarios where the radar clutter cannot be correctly modeled as a Gaussian process. In this short communication, we devise a novel Maximum-Likelihood…
Imputation methods for dealing with incomplete data typically assume that the missingness mechanism is at random (MAR). These methods can also be applied to missing not at random (MNAR) situations, where the user specifies some adjustment…
In this paper, we consider the problem of automatic modulation classification with multiple sensors in the presence of unknown time offset, phase offset and received signal amplitude. We develop a novel hybrid maximum likelihood (HML)…
For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized…
Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent…
Sparse recovery in linear systems underpins applications from signal processing to high-dimensional regression. Sparse Bayesian Learning, grounded in the principle of automatic relevance determination (ARD), offers a practical Bayesian…
Sparse additive models have attracted much attention in high-dimensional data analysis due to their flexible representation and strong interpretability. However, most existing models are limited to single-level learning under the…
Maximum likelihood estimation (MLE) is a well-known estimation method used in many robotic and computer vision applications. Under Gaussian assumption, the MLE converts to a nonlinear least squares (NLS) problem. Efficient solutions to NLS…
The maximum likelihood (ML) and maximum a posteriori (MAP) estimation techniques are widely used to address the direction-of-arrival (DOA) estimation problems, an important topic in sensor array processing. Conventionally the ML estimators…
Commonly used methods to analyze incomplete longitudinal clinical trial data include complete case analysis (CC) and last observation carried forward (LOCF). However, such methods rest on strong assumptions, including missing completely at…
We have developed a new regression technique, the maximum likelihood (ML)-based method and its variant, the KS-test based method, designed to obtain unbiased regression results from typical astronomical data. A normalizing flow model is…