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We propose a new method for multivariate response regression and covariance estimation when elements of the response vector are of mixed types, for example some continuous and some discrete. Our method is based on a model which assumes the…

Methodology · Statistics 2022-03-04 Karl Oskar Ekvall , Aaron J. Molstad

This paper develops a unified estimation framework, the Maximum Ideal Likelihood Estimation (MILE), for general parametric models with latent variables. Unlike traditional approaches relying on the marginal likelihood of the observed data,…

Statistics Theory · Mathematics 2025-10-08 Yizhou Cai , Ting Fung Ma

Since Rendle and Krichene argued that commonly used sampling-based evaluation metrics are "inconsistent" with respect to the global metrics (even in expectation), there have been a few studies on the sampling-based recommender system…

Information Retrieval · Computer Science 2023-10-12 Dong Li , Ruoming Jin , Zhenming Liu , Bin Ren , Jing Gao , Zhi Liu

This paper studies parameter estimation using L-moments, an alternative to traditional moments with attractive statistical properties. The estimation of model parameters by matching sample L-moments is known to outperform maximum likelihood…

Methodology · Statistics 2026-01-28 Luis Alvarez , Chang Chiann , Pedro Morettin

Distributional regression aims to find the best candidate in a given parametric family of conditional distributions to model a given dataset. As each candidate in the distribution family can be identified by the corresponding distribution…

Statistics Theory · Mathematics 2026-05-18 Gitte Kremling , Gerhard Dikta

This paper is concerned with the problem of top-$K$ ranking from pairwise comparisons. Given a collection of $n$ items and a few pairwise comparisons across them, one wishes to identify the set of $K$ items that receive the highest ranks.…

Machine Learning · Statistics 2019-06-13 Yuxin Chen , Jianqing Fan , Cong Ma , Kaizheng Wang

Linear mixed models (LMMs) are used as an important tool in the data analysis of repeated measures and longitudinal studies. The most common form of LMMs utilize a normal distribution to model the random effects. Such assumptions can often…

Methodology · Statistics 2016-02-16 Hien D. Nguyen , Geoffrey J. McLachlan

Over the last decades, the family of $\alpha$-stale distributions has proven to be useful for modelling in telecommunication systems. Particularly, in the case of radar applications, finding a fast and accurate estimation for the amplitude…

Methodology · Statistics 2023-11-15 Mahdi Teimouri

In this work, we revisit the estimation of the model parameters of a Weibull distribution based on iid observations, using the maximum likelihood estimation (MLE) method which does not yield closed expressions of the estimators. Among other…

Computation · Statistics 2025-01-22 Buu-Chau Truong , Peter Mphekgwana , Nabendu Pal

Pluralistic alignment has emerged as a critical frontier in the development of Large Language Models (LLMs), with reward models (RMs) serving as a central mechanism for capturing diverse human values. While benchmarks for general response…

Computation and Language · Computer Science 2026-04-09 Qiyao Ma , Dechen Gao , Rui Cai , Boqi Zhao , Hanchu Zhou , Junshan Zhang , Zhe Zhao

Success in modeling complex phenomena such as human perception hinges critically on the availability of data and computational power. Significant progress has been made in modeling such phenomena using probabilistic methods, particularly in…

Data Analysis, Statistics and Probability · Physics 2019-02-20 Danh-Tai Hoang , Juyong Song , Vipul Periwal , Junghyo Jo

We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear mixed effects models when the variance matrix of Gaussian random effects has a prescribed pattern of zeros (PPZ). The method consists in coupling the recently…

Methodology · Statistics 2009-02-11 Djalil Chafai , Didier Concordet

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

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…

Statistics Theory · Mathematics 2016-11-04 A. Ian McLeod , Ying Zhang

Large language models (LLMs) have recently received significant attention for their exceptional capabilities. Despite extensive efforts in developing general-purpose LLMs that can be utilized in various natural language processing (NLP)…

Information Retrieval · Computer Science 2023-06-08 Fan Yang , Zheng Chen , Ziyan Jiang , Eunah Cho , Xiaojiang Huang , Yanbin Lu

We propose a class of Item Response Theory models for items with ordinal polytomous responses, which extends an existing class of multidimensional models for dichotomously-scored items measuring more than one latent trait. In the proposed…

Methodology · Statistics 2012-01-24 Silvia Bacci , Francesco Bartolucci , Michela Gnaldi

Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…

Statistics Theory · Mathematics 2019-12-10 Niels Lundtorp Olsen

Reinforcement learning is the method of choice to train models in sampling-based setups with binary outcome feedback, such as navigation, code generation, and mathematical problem solving. In such settings, models implicitly induce a…

We propose a method for obtaining maximum likelihood estimates in a model with continuous and binary outcomes. Combinations of left and right censored observations are also naturally modeled in this framework. The model and estimation…

Methodology · Statistics 2015-07-07 Klaus K. Holst , Esben Budtz-Jørgensen , Gitte Moos Knudsen

We propose a new algorithm to learn the network of the interactions of pairwise Ising models. The algorithm is based on the pseudo-likelihood method (PLM), that has already been proven to efficiently solve the problem in a large variety of…

Disordered Systems and Neural Networks · Physics 2019-02-19 Silvio Franz , Federico Ricci-Tersenghi , Jacopo Rocchi