相关论文: The maximum likelihood degree of Fermat hypersurfa…

The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a cornerstone of statistical theory. In this paper, we give explicit upper bounds on the distributional distance between the distribution of…

The advent of data science has spurred interest in estimating properties of distributions over large alphabets. Fundamental symmetric properties such as support size, support coverage, entropy, and proximity to uniformity, received most…

High-dimensional statistical inference with general estimating equations are challenging and remain less explored. In this paper, we study two problems in the area: confidence set estimation for multiple components of the model parameters,…

In this paper we revisit the likelihood geometry of Gaussian graphical models. We give a detailed proof that the ML-degree behaves monotonically on induced subgraphs. Furthermore, we complete a missing argument that the ML-degree of the…

We introduce a new method for solving maximum likelihood problems through variational calculus, and apply it to the case of recovering an unknown star formation history, $SFR(t)$, from a resulting HR diagram. This approach allows a totally…

We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stochastic differential equations. Our aim is to shed light on the problem of model/data mismatch at small scales. We consider two classes of…

Many mathematical imaging problems are posed as non-convex optimization problems. When numerically tractable global optimization procedures are not available, one is often interested in testing ex post facto whether or not a locally…

In this paper, we begin by introducing a well-known geometry concept: the Fermat point in a triangle. Then, we generalize the problem and propose an iterative algorithm based on gradient descent to the weighted form in Lp space. We also…

Phylogenetic models have polynomial parametrization maps. For symmetric group-based models, Matsen studied the polynomial inequalities that characterize the joint probabilities in the image of these parametrizations. We employ this…

We study the maximum likelihood estimation (MLE) in the multivariate deviated model where the data are generated from the density function $(1-\lambda^{\ast})h_{0}(x)+\lambda^{\ast}f(x|\mu^{\ast}, \Sigma^{\ast})$ in which $h_{0}$ is a known…

In this short note, we discuss how the optimality conditions for the problem of minimizing a multivariate function subject to equality constraints have been dealt with in undergraduate Calculus. We are particularly interested in the 2 or…

The abundance of models of complex networks and the current insufficient validation standards make it difficult to judge which models are strongly supported by data and which are not. We focus here on likelihood maximization methods for…

We consider the multigraded Hilbert scheme corresponding to the Hilbert function of a finite number of points in general position in a smooth projective complex toric variety. We develop several criteria for a point of that parameter space…

Loss tomography has been studied for more than 10 years and a number of estimators have been proposed. The estimators can be divided into two classes: maximum likelihood and non-maximum likelihood. The maximum likelihood estimators rely on…

We study the maximum likelihood degree of linear concentration models in algebraic statistics. We relate the geometry of the reciprocal variety to that of semidefinite programming. We show that the Zariski closure in the Grassmanian of the…

We propose and study a maximum likelihood estimator of stochastic frontier models with endogeneity in cross-section data when the composite error term may be correlated with inputs and environmental variables. Our framework is a…

Maximum Likelihood Estimation of continuous variable models can be very challenging in high dimensions, due to potentially complex probability distributions. The existence of multiple interdependencies among variables can make it very…

Using an Euclidean approach, we prove a new upper bound for the number of closed points of degree 2 on a smooth absolutely irreducible projective algebraic curve defined over the finite field $\mathbb F\_q$.This bound enables us to provide…

This paper addresses maximum likelihood (ML) estimation based model fitting in the context of extrasolar planet detection. This problem is featured by the following properties: 1) the candidate models under consideration are highly…

A striking result of [Acharya et al. 2017] showed that to estimate symmetric properties of discrete distributions, plugging in the distribution that maximizes the likelihood of observed multiset of frequencies, also known as the profile…