相关论文: Bias Correction and Modified Profile Likelihood un…

Particle filtering algorithms have enabled practical solutions to problems in autonomous robotics (self-driving cars, UAVs, warehouse robots), target tracking, and econometrics, with further applications in speech processing and medicine…

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

This paper presents a novel mathematical framework for phase unwrapping in three-dimensional interferometric ISAR (3D InISAR) imaging. The approach works on a scatterer-by-scatterer basis and does not rely on any spatial continuity…

A Polarimetric Synthetic Aperture Radar (PolSAR) sensor is able to collect images in different polarization states, making it a rich source of information for target characterization. PolSAR images are inherently affected by speckle.…

Regression analysis based on many covariates is becoming increasingly common. However, when the number of covariates $p$ is of the same order as the number of observations $n$, maximum likelihood regression becomes unreliable due to…

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

We present a computational motivation for restricted maximum likelihood (REML) estimation in linear mixed models using an expectation--maximization (EM) algorithm. At each iteration, maximum likelihood (ML) and REML solve the same…

The composite likelihood (CL) is amongst the computational methods used for estimation of the generalized linear mixed model (GLMM) in the context of bivariate meta-analysis of diagnostic test accuracy studies. Its advantage is that the…

We study three fundamental statistical-learning problems: distribution estimation, property estimation, and property testing. We establish the profile maximum likelihood (PML) estimator as the first unified sample-optimal approach to a wide…

We consider the problem of conformal prediction under covariate shift. Given labeled data from a source domain and unlabeled data from a covariate shifted target domain, we seek to construct prediction sets with valid marginal coverage in…

AIMS. The maximum-likelihood method is the standard approach to obtain model fits to observational data and the corresponding confidence regions. We investigate possible sources of bias in the log-likelihood function and its subsequent…

In this paper we consider two generalizations of Lancaster's (Review of Economic Studies, 2002) Modified Maximum Likelihood estimator (MMLE) for the panel AR(1) model with fixed effects, arbitrary initial conditions, and strictly exogenous…

INTRODUCTION: Wald's, the likelihood ratio (LR) and Rao's score tests and their corresponding confidence intervals (CIs), are the three most common estimators of parameters of Generalized Linear Models. On finite samples, these estimators…

In wireless communication systems, the use of multiple antennas at both the transmitter and receiver is a widely known method for improving both reliability and data rates, as it increases the former through transmit or receive diversity…

Histogram-based empirical Bayes methods developed for analyzing data for large numbers of genes, SNPs, or other biological features tend to have large biases when applied to data with a smaller number of features such as genes with…

The Dirichlet distribution, also known as multivariate beta, is the most used to analyse frequencies or proportions data. Maximum likelihood is widespread for estimation of Dirichlet's parameters. However, for small sample sizes, the…

We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…

We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…

How to improve discriminative feature learning is central in classification. Existing works address this problem by explicitly increasing inter-class separability and intra-class similarity, whether by constructing positive and negative…

We show that the method of maximum-likelihood estimation, recently introduced in the context of quantum process tomography, can be applied to the determination of Mueller matrices characterizing the polarization properties of classical…