相关论文: On the benefits of maximum likelihood estimation f…
This paper develops a unified estimation framework, the Maximum Ideal Likelihood Estimation (MILE), for general parametric models with latent variables. Unlike traditional approaches relying on the marginal likelihood of the observed data,…
Maximum likelihood estimation (MLE) is a statistical method used to estimate the parameters of a probability distribution that best explain the observed data. In the context of text generation, MLE is often used to train generative language…
Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements…
We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…
The Laplace approximation (LA) has been proposed as a method for approximating the marginal likelihood of statistical models with latent variables. However, the approximate maximum likelihood estimators (MLEs) based on the LA are often…
Estimating model parameters is a crucial step in mathematical modelling and typically involves minimizing the disagreement between model predictions and experimental data. This calibration data can change throughout a study, particularly if…
Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…
Maximum likelihood estimation (MLE) and heuristic predictive estimation (HPE) are two widely used approaches in industrial uncertainty analysis. We review them from the point of view of decision theory, using Bayesian inference as a gold…
Maximum likelihood (ML) estimation is widely used in statistics. The h-likelihood has been proposed as an extension of Fisher's likelihood to statistical models including unobserved latent variables of recent interest. Its advantage is that…
Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the maximum likelihood estimator (MLE) for logistic regression,…
Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…
We present an efficient algorithm for maximum likelihood estimation (MLE) of exponential family models, with a general parametrization of the energy function that includes neural networks. We exploit the primal-dual view of the MLE with a…
Heatmap-based methods dominate in the field of human pose estimation by modelling the output distribution through likelihood heatmaps. In contrast, regression-based methods are more efficient but suffer from inferior performance. In this…
Distributed learning of probabilistic models from multiple data repositories with minimum communication is increasingly important. We study a simple communication-efficient learning framework that first calculates the local maximum…
Much of the theory of estimation for exponential family models, which include exponential-family random graph models (ERGMs) as a special case, is well-established and maximum likelihood estimates in particular enjoy many desirable…
Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…
In this paper, we develop a novel efficient and robust nonparametric regression estimator under a framework of feedforward neural network. There are several interesting characteristics for the proposed estimator. First, the loss function is…
For a multinomial distribution, suppose that we have prior knowledge of the sum of the probabilities of some categories. This allows us to construct a submodel in a full (i.e., no-restriction) model. Maximum likelihood estimation (MLE)…
The methods of statistical physics are widely used for modelling complex networks. Building on the recently proposed Equilibrium Expectation approach, we derive a simple and efficient algorithm for maximum likelihood estimation (MLE) of…
This work studies the properties of the maximum likelihood estimator (MLE) of a non-linear model with Gaussian errors and multidimensional parameter. The observations are collected in a two-stage experimental design and are dependent since…