相关论文: On the maximum likelihood degree of linear mixed m…
The growing availability of network data and of scientific interest in distributed systems has led to the rapid development of statistical models of network structure. Typically, however, these are models for the entire network, while the…
We study the size of the largest component of two models of random graphs with prescribed degree sequence, the configuration model (CM) and the uniform model (UM), in the (barely) subcritical regime. For the CM, we give upper bounds that…
The linear regression model with a random variable (RV) measurement matrix, where the mean of the random measurement matrix has full column rank, has been extensively studied. In particular, the quasiconvexity of the maximum likelihood…
A Maximum Likelihood recursive state estimator is derived for non-linear and non-Gaussian state-space models. The estimator combines a particle filter to generate the conditional density and the Expectation Maximization algorithm to compute…
An important question in statistical network analysis is how to estimate models of discrete and dependent network data with intractable likelihood functions, without sacrificing computational scalability and statistical guarantees. We…
With the growth of interest in network data across fields, the Exponential Random Graph Model (ERGM) has emerged as the leading approach to the statistical analysis of network data. ERGM parameter estimation requires the approximation of an…
Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…
Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…
When estimating a proportion and only a sample of triplets is given, dependencies within the triplets are to be accounted for. Without assuming a distribution for the success count of the triplet, together with the proportion, as second and…
We address the component-based regularisation of a multivariate Generalized Linear Mixed Model (GLMM). A set of random responses Y is modelled by a GLMM, using a set X of explanatory variables, a set T of additional covariates, and random…
We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time-points). A random response y is…
In finite mixtures of location-scale distributions, if there is no constraint on the parameters then the maximum likelihood estimate does not exist. But when the ratios of the scale parameters are restricted appropriately, the maximum…
We develop a maximum-likelihood based method for regression in a setting where the dependent variable is a random graph and covariates are available on a graph-level. The model generalizes the well-known $\beta$-model for random graphs by…
Maximum likelihood estimation in logistic regression with mixed effects is known to often result in estimates on the boundary of the parameter space. Such estimates, which include infinite values for fixed effects and singular or infinite…
The maximum likelihood threshold of a statistical model is the minimum number of datapoints required to fit the model via maximum likelihood estimation. In this paper we determine the maximum likelihood thresholds of generic linear…
Highly robust and efficient estimators for the generalized linear model with a dispersion parameter are proposed. The estimators are based on three steps. In the first step the maximum rank correlation estimator is used to consistently…
In this paper, we consider a weighted generalization of the chromatic number of a Binomial random graph~\(G.\) We equip each edge with a random weight and then colour the vertices in such a way that the absolute colour difference between…
In a recent paper, Hauenstein, Sturmfels, and the second author discovered a conjectural bijection between critical points of the likelihood function on the complex variety of matrices of rank r and critical points on the complex variety of…
We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…
Suppose that the normal model is used for data $Y_1,\ldots,Y_n$, but that the true distribution is a t-distribution with location and scale parameters $\xi$ and $\sigma$ and $m$ degrees of freedom. The normal model corresponds to…