相关论文: Maximum likelihood degree of Fermat hypersurfaces …

Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…

For the basic maximum likelihood estimating function of the two parameters Weibull distribution, a simple proof on its global monotonicity is given to ensure the existence and uniqueness of its solution. The boundary of the function's…

We prove that any surjective self-morphism with $\delta_f > 1$ on a potentially dense smooth projective surface defined over a number field $K$ has densely many $L$-rational points for a finite extension $L/K$.

We study parameter estimation in linear Gaussian covariance models, which are $p$-dimensional Gaussian models with linear constraints on the covariance matrix. Maximum likelihood estimation for this class of models leads to a non-convex…

We study the Euler characteristic of a hypersurface in $(\mathbb{C}^*)^2 \times (\mathbb{C}^*)^n$ defined by a polynomial whose monomial support corresponds to lattice points in $\Delta_1 \times \Delta_1 \times \Delta_n$ as the coefficients…

Under certain conditions, we give an estimate from above on the number of differential equations of order $r+1$ with prescribed regular singular points, prescribed exponents at singular points, and having a quasi-polynomial flag of…

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…

This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…

In this paper, we study the Bernstein polynomial model for estimating the multivariate distribution functions and densities with bounded support. As a mixture model of multivariate beta distributions, the maximum (approximate) likelihood…

Let $\mu$ be a $p$-dimensional vector, and let $\Sigma_1$ and $\Sigma_2$ be $p \times p$ positive definite covariance matrices. On being given random samples of sizes $N_1$ and $N_2$ from independent multivariate normal populations…

This paper considers an extension of the multivariate symmetric Laplace distribution to matrix variate case. The symmetric Laplace distribution is a scale mixture of normal distribution. The maximum likelihood estimators (MLE) of the…

Latent variable models have been widely applied in different fields of research in which the constructs of interest are not directly observable, so that one or more latent variables are required to reduce the complexity of the data. In…

Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal and image processing applications. Considering the…

We study the statistical limits of testing and estimation for a rank one deformation of a Gaussian random tensor. We compute the sharp thresholds for hypothesis testing and estimation by maximum likelihood and show that they are the same.…

We establish connections between: the maximum likelihood degree (ML-degree) for linear concentration models, the algebraic degree of semidefinite programming (SDP), and Schubert calculus for complete quadrics. We prove a conjecture by…

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…

This work explores maximum likelihood optimization of neural networks through hypernetworks. A hypernetwork initializes the weights of another network, which in turn can be employed for typical functional tasks such as regression and…

Profile likelihood intervals of large quantiles in Extreme Value distributions provide a good way to estimate these parameters of interest since they take into account the asymmetry of the likelihood surface in the case of small and…

We settle a conjecture by Bik and Marigliano stating that the degree of a one-dimensional discrete model with rational maximum likelihood estimator is bounded above by a linear function in the size of its support, therefore showing that…

We consider a stochastic differential equation of the form $dr_t = (a - b r_t) dt + \sigma r_t^\beta dW_t$, where $a$, $b$ and $\sigma$ are positive constants, $\beta\in(\frac12,1)$. We study the estimation of an unknown drift parameter…