Related papers: Misspecified Maximum Likelihood Estimation for Non…
Training the parameters of statistical models to describe a given data set is a central task in the field of data mining and machine learning. A very popular and powerful way of parameter estimation is the method of maximum likelihood…
We study a class of orbit recovery problems in which we observe independent copies of an unknown element of $\mathbb{R}^p$, each linearly acted upon by a random element of some group (such as $\mathbb{Z}/p$ or $\mathrm{SO}(3)$) and then…
There have been many applications of deep neural networks to detector calibrations and a growing number of studies that propose deep generative models as automated fast detector simulators. We show that these two tasks can be unified by…
In this paper we describe a new methodology to calculate analytically the error for a maximum likelihood estimate (MLE) for physical parameters from Gravitational wave signals. All the existing litterature focuses on the usage of the Cramer…
Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference. While MLE performs well for canonical GLMs, it can become…
Motivated by applications to single-particle cryo-electron microscopy (cryo-EM), we study several problems of function estimation in a high noise regime, where samples are observed after random rotation and possible linear projection of the…
Consider a parametrized family of general hidden Markov models, where both the observed and unobserved components take values in a complete separable metric space. We prove that the maximum likelihood estimator (MLE) of the parameter is…
Given partially observed pairwise comparison data generated by the Bradley-Terry-Luce (BTL) model, we study the problem of top-$k$ ranking. That is, to optimally identify the set of top-$k$ players. We derive the minimax rate with respect…
Maximum Likelihood (ML) algorithms, for the joint estimation of synchronization impairments and channel in Multiple Input Multiple Output-Orthogonal Frequency Division Multiplexing (MIMO-OFDM) system, are investigated in this work. A system…
We study targeted maximum likelihood estimation (TMLE) of the average treatment effect in a semiparametric regression model whose mean function is indexed by a finite-dimensional parameter, while the additive error distribution is left…
The emerging problem of joint community detection and group synchronization, with applications in signal processing and machine learning, has been extensively studied in recent years. Previous research has predominantly focused on a…
Maximum likelihood estimation (MLE) and heuristic predictive estimation (HPE) are two widely used approaches in industrial uncertainty analysis. We review them from the point of view of decision theory, using Bayesian inference as a gold…
A line of recent work has analyzed the behavior of the Expectation-Maximization (EM) algorithm in the well-specified setting, in which the population likelihood is locally strongly concave around its maximizing argument. Examples include…
The stochastic motions of a diffusing particle contain information concerning the particle's interactions with binding partners and with its local environment. However, accurate determination of the underlying diffusive properties, beyond…
Polychoric correlation is often an important building block in the analysis of rating data, particularly for structural equation models. However, the commonly employed maximum likelihood (ML) estimator is highly susceptible to…
Mixed linear regression (MLR) model is among the most exemplary statistical tools for modeling non-linear distributions using a mixture of linear models. When the additive noise in MLR model is Gaussian, Expectation-Maximization (EM)…
We consider the problem of estimating the distribution function, the density and the hazard rate of the (unobservable) event time in the current status model. A well studied and natural nonparametric estimator for the distribution function…
Estimating the generalization error (GE) of machine learning models is fundamental, with resampling methods being the most common approach. However, in non-standard settings, particularly those where observations are not independently and…
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…
This paper proposes a novel exact maximum likelihood (ML) estimation method for general Gaussian processes, where all parameters are estimated jointly. The exact ML estimator (MLE) is consistent and asymptotically normally distributed. We…