Related papers: Triple-dyad ratio estimation for the $p_1$ model
For many diseases, logistic and other constraints often render large incidence studies difficult, if not impossible, to carry out. This becomes a drawback, particularly when a new incidence study is needed each time the disease incidence…
We consider the problem of channel estimation for amplify-and-forward two-way relays assuming channel reciprocity and M-PSK modulation. In an earlier work, a partially-blind maximum-likelihood estimator was derived by treating the data as…
The $p_1$ model plays a fundamental role in modeling directed networks, where the reciprocal effect parameter $\rho$ is of special interest in practice. However, due to nonlinear factors in this model, how to estimate $\rho$ efficiently is…
In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…
This paper addresses the problem of mixed-membership estimation in networks, where the goal is to efficiently estimate the latent mixed-membership structure from the observed network. Recognizing the widespread availability and valuable…
Maximum entropy models, motivated by applications in neuron science, are natural generalizations of the $\beta$-model to weighted graphs. Similar to the $\beta$-model, each vertex in maximum entropy models is assigned a potential parameter,…
Binary density ratio estimation (DRE), the problem of estimating the ratio $p_1/p_2$ given their empirical samples, provides the foundation for many state-of-the-art machine learning algorithms such as contrastive representation learning…
In this paper we propose a new approach for sequential monitoring of a parameter of a $d$-dimensional time series, which can be estimated by approximately linear functionals of the empirical distribution function. We consider a…
This paper discusses difference-in-differences (DID) estimation when there exist many control variables, potentially more than the sample size. In this case, traditional estimation methods, which require a limited number of variables, do…
We study estimation and inference for triadic link formation with dyad-level fixed effects in a nonlinear binary choice logit framework. Dyad-level effects provide a richer and more realistic representation of heterogeneity across pairs of…
Determinantal point processes (DPPs) have wide-ranging applications in machine learning, where they are used to enforce the notion of diversity in subset selection problems. Many estimators have been proposed, but surprisingly the basic…
We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…
Misclassification of binary responses, if ignored, may severely bias the maximum likelihood estimators (MLE) of regression parameters. For such data, a binary regression model incorporating misclassification probabilities is extensively…
We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…
Naive maximum likelihood estimation of binary logit models with fixed effects leads to unreliable inference due to the incidental parameter problem. We study the case of three-dimensional panel data, where the model includes three sets of…
Random graph mixture models are now very popular for modeling real data networks. In these setups, parameter estimation procedures usually rely on variational approximations, either combined with the expectation-maximisation (\textsc{em})…
This work studies the properties of the maximum likelihood estimator (MLE) of a non-linear model with Gaussian errors and multidimensional parameter. The observations are collected in a two-stage experimental design and are dependent since…
We solve the problem of estimating the distribution of presumed i.i.d. observations for the total variation loss. Our approach is based on density models and is versatile enough to cope with many different ones, including some density…
Dyadic network formation models have wide applicability in economic research, yet are difficult to estimate in the presence of individual specific effects and in the absence of distributional assumptions regarding the model noise component.…
Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…