Related papers: Level sets and maximum likelihood estimation for t…
Maximum Likelihood Estimators (MLE) has many good properties. For example, the asymptotic variance of MLE solution attains equality of the asymptotic Cram{\'e}r-Rao lower bound (efficiency bound), which is the minimum possible variance for…
We revisit the problem of the existence of the maximum likelihood estimate for multi-class logistic regression. We show that one method of ensuring its existence is by assigning positive probability to every class in the sample dataset. The…
For a parametric model of distributions, the closest distribution in the model to the true distribution located outside the model is considered. Measuring the closeness between two distributions with the Kullback-Leibler (K-L) divergence,…
The idea of maximizing the likelihood of the observed range for a set of jointly realized counts has been employed in a variety of contexts. The applicability of the MLE introduced in [1] has been extended to the general case of a…
Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered…
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…
We consider two connected aspects of maximum likelihood estimation of the parameter for high-dimensional discrete graphical models: the existence of the maximum likelihood estimate (mle) and its computation. When the data is sparse, there…
Estimating model parameters is a crucial step in mathematical modelling and typically involves minimizing the disagreement between model predictions and experimental data. This calibration data can change throughout a study, particularly if…
The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems. In an other article, in a so-called idealized setting, the…
In a finite mixture of location-scale distributions maximum likelihood estimator does not exist because of the unboundedness of the likelihood function when the scale parameter of some mixture component approaches zero. In order to study…
A number of applications (e.g., AI bot tournaments, sports, peer grading, crowdsourcing) use pairwise comparison data and the Bradley-Terry-Luce (BTL) model to evaluate a given collection of items (e.g., bots, teams, students, search…
Rademacher complexity is often used to characterize the learnability of a hypothesis class and is known to be related to the class size. We leverage this observation and introduce a new technique for estimating the size of an arbitrary…
The Rasch model has been widely used to analyse item response data in psychometrics and educational assessments. When the number of individuals and items are large, it may be impractical to provide all possible responses. It is desirable to…
The $\lambda$-exponential family generalizes the standard exponential family via a generalized convex duality motivated by optimal transport. It is the constant-curvature analogue of the exponential family from the information-geometric…
We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…
Maximum likelihood estimation (MLE) is a fundamental problem in statistics. Characteristics of the MLE problem for discrete algebraic statistical models are reflected in the geometry of the $\textit{likelihood correspondence}$, a variety…
Ranking problems based on pairwise comparisons, such as those arising in online gaming, often involve a large pool of items to order. In these situations, the gap in performance between any two items can be significant, and the smallest and…
Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this problem on manifolds of matrices with bounded rank. These represent mixtures of distributions of two independent discrete random variables. We…
The Rasch model, a classical model in the item response theory, is widely used in psychometrics to model the relationship between individuals' latent traits and their binary responses to assessments or questionnaires. In this paper, we…
In this report, we explore the data selection leading to a family of estimators maximizing a centrality. The family allows a nice properties leading to accurate and robust probability density function fitting according to some criteria we…