相关论文: On the stochastic restricted Liu-type maximum like…

Mixed linear regression (MLR) model is among the most exemplary statistical tools for modeling non-linear distributions using a mixture of linear models. When the additive noise in MLR model is Gaussian, Expectation-Maximization (EM)…

We propose a method for obtaining maximum likelihood estimates in a model with continuous and binary outcomes. Combinations of left and right censored observations are also naturally modeled in this framework. The model and estimation…

The relationship between a response variable and its covariates can vary significantly, especially in scenarios where covariates take on extremely high or low values. This paper introduces a max-linear tail regression model specifically…

Most statistical software packages implement numerical strategies for computation of maximum likelihood estimates in random effects models. Little is known, however, about the algebraic complexity of this problem. For the one-way layout…

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…

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…

We propose an optimum mechanism for providing monetary incentives to the data sources of a statistical estimator such as linear regression, so that high quality data is provided at low cost, in the sense that the sum of payments and…

Standard variational lower bounds used to train latent variable models produce biased estimates of most quantities of interest. We introduce an unbiased estimator of the log marginal likelihood and its gradients for latent variable models…

There is a considerable literature in case-control logistic regression on whether or not non-confounding covariates should be adjusted for. However, only limited and ad hoc theoretical results are available on this important topic. A…

Maximum likelihood estimators are often of limited practical use due to the intensive computation they require. We propose a family of alternative estimators that maximize a stochastic variation of the composite likelihood function. Each of…

We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian…

The spherically invariant random process (SIRP) clutter model is commonly used in scenarios where the radar clutter cannot be correctly modeled as a Gaussian process. In this short communication, we devise a novel Maximum-Likelihood…

The problem of reducing the bias of maximum likelihood estimator in a general multivariate elliptical regression model is considered. The model is very flexible and allows the mean vector and the dispersion matrix to have parameters in…

ReRecent studies in machine learning are based on models in which parameters or state variables are bounded restricted. These restrictions are from prior information to ensure the validity of scientific theories or structural consistency…

We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the…

This paper presents a robust alternative to the Maximum Likelihood Estimator (MLE) for the Polytomous Logistic Regression Model (PLRM), known as the family of minimum R\`enyi Pseudodistance (RP) estimators. The proposed minimum RP…

The restricted maximum likelihood method enhances popularity of maximum likelihood methods for variance component analysis on large scale unbalanced data. As the high throughput biological data sets and the emerged science on uncertainty…

Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…

This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covariance matrix of the noise to get optimal estimator. however…

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…