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相关论文: Active Set and EM Algorithms for Log-Concave Densi…

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We consider nonparametric maximum-likelihood estimation of a log-concave density in case of interval-censored, right-censored and binned data. We allow for the possibility of a subprobability density with an additional mass at $+\infty$,…

统计方法学 · 统计学 2014-08-15 Lutz Duembgen , Kaspar Rufibach , Dominic Schuhmacher

We study the problem of computing the maximum likelihood estimator (MLE) of multivariate log-concave densities. Our main result is the first computationally efficient algorithm for this problem. In more detail, we give an algorithm that, on…

数据结构与算法 · 计算机科学 2018-12-14 Ilias Diakonikolas , Anastasios Sidiropoulos , Alistair Stewart

In many instances, imposing a constraint on the shape of a density is a reasonable and flexible assumption. It offers an alternative to parametric models which can be too rigid and to other nonparametric methods requiring the choice of…

统计计算 · 统计学 2021-06-21 Lutz Duembgen , Alexandre Moesching , Christof Straehl

Let X_1, ..., X_n be independent and identically distributed random vectors with a log-concave (Lebesgue) density f. We first prove that, with probability one, there exists a unique maximum likelihood estimator of f. The use of this…

统计方法学 · 统计学 2008-04-25 Madeleine Cule , Richard Samworth , Michael Stewart

A novel computational approach to log-concave density estimation is proposed. Previous approaches utilize the piecewise-affine parametrization of the density induced by the given sample set. The number of parameters as well as non-smooth…

统计计算 · 统计学 2019-02-21 Fabian Rathke , Christoph Schnörr

We consider the nonparametric maximum likelihood estimation for the underlying event time based on mixed-case interval-censored data, under a log-concavity assumption on its distribution function. This generalized framework relaxes the…

统计计算 · 统计学 2024-12-02 Chi Wing Chu , Hok Kan Ling , Chaoyu Yuan

We develop a nested EM routine for latent class models with covariates which allows maximization of the full-model log-likelihood and, differently from current methods, guarantees monotone log-likelihood sequences along with improved…

统计计算 · 统计学 2019-11-19 Daniele Durante , Antonio Canale , Tommaso Rigon

We study the problem of maximum likelihood estimation of densities that are log-concave and lie in the graphical model corresponding to a given undirected graph $G$. We show that the maximum likelihood estimate (MLE) is the product of the…

统计理论 · 数学 2025-12-02 Kaie Kubjas , Olga Kuznetsova , Elina Robeva , Pardis Semnani , Luca Sodomaco

We study probability density functions that are log-concave. Despite the space of all such densities being infinite-dimensional, the maximum likelihood estimate is the exponential of a piecewise linear function determined by finitely many…

Motivated by studies in biological sciences to detect differentially expressed genes, a semiparametric two-component mixture model with one known component is being studied in this paper. Assuming the density of the unknown component to be…

统计方法学 · 统计学 2019-03-28 Yangmei Zhou , Weixin Yao

Phylogenetic trees are key data objects in biology, and the method of phylogenetic reconstruction has been highly developed. The space of phylogenetic trees is a nonpositively curved metric space. Recently, statistical methods to analyze…

统计方法学 · 统计学 2022-11-23 Yuki Takazawa , Tomonari Sei

Evidential-EM (E2M) algorithm is an effective approach for computing maximum likelihood estimations under finite mixture models, especially when there is uncertain information about data. In this paper we present an extension of the E2M…

人工智能 · 计算机科学 2015-01-08 Kuang Zhou , Arnaud Martin , Quan Pan

Model-based clustering approaches concern the paradigm of exploratory data analysis relying on the finite mixture model to automatically find a latent structure governing observed data. They are one of the most popular and successful…

统计方法学 · 统计学 2014-04-29 Faicel Chamroukhi

Finite mixture models have been widely used to model and analyze data from a heterogeneous populations. Moreover, data of this kind can be missing or subject to some upper and/or lower detection limits because of the restriction of…

In this article, we revisit the problem of fitting a mixture model under the assumption that the mixture components are symmetric and log-concave. To this end, we first study the nonparametric maximum likelihood estimation (NPMLE) of a…

统计方法学 · 统计学 2018-02-28 Xiao Pu , Ery Arias-Castro

The log-concave maximum likelihood estimator (MLE) problem answers: for a set of points $X_1,...X_n \in \mathbb R^d$, which log-concave density maximizes their likelihood? We present a characterization of the log-concave MLE that leads to…

数据结构与算法 · 计算机科学 2018-11-09 Brian Axelrod , Gregory Valiant

Tensor-based discrete density estimation requires flexible modeling and proper divergence criteria to enable effective learning; however, traditional approaches using $\alpha$-divergence face analytical challenges due to the $\alpha$-power…

机器学习 · 统计学 2025-05-26 Kazu Ghalamkari , Jesper Løve Hinrich , Morten Mørup

In recent years, log-concave density estimation via maximum likelihood estimation has emerged as a fascinating alternative to traditional nonparametric smoothing techniques, such as kernel density estimation, which require the choice of one…

统计方法学 · 统计学 2017-09-12 Richard J. Samworth

In Statistics, log-concave density estimation is a central problem within the field of nonparametric inference under shape constraints. Despite great progress in recent years on the statistical theory of the canonical estimator, namely the…

统计计算 · 统计学 2023-03-01 Wenyu Chen , Rahul Mazumder , Richard J. Samworth

We study nonparametric maximum likelihood estimation of a log-concave density function $f_0$ which is known to satisfy further constraints, where either (a) the mode $m$ of $f_0$ is known, or (b) $f_0$ is known to be symmetric about a fixed…

统计理论 · 数学 2019-05-15 Charles R. Doss , Jon A. Wellner
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