相关论文: Consistency and Central Limit Results for the Maxi…
In the Admixture Model, the probability that an individual carries a certain allele at a specific marker depends on the allele frequencies in $K$ ancestral populations and the proportion of the individual's genome originating from these…
The concept of individual admixture (IA) assumes that the genome of individuals is composed of alleles inherited from $K$ ancestral populations. Each copy of each allele has the same chance $q_k$ to originate from population $k$, and…
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 present new results for consistency of maximum likelihood estimators with a focus on multivariate mixed models. Our theory builds on the idea of using subsets of the full data to establish consistency of estimators based on the full…
The large-sample properties of likelihood-based statistical inference under mixture models have received much attention from statisticians. Although the consistency of the nonparametric MLE is regarded as a standard conclusion, many…
We study the consistency and optimality of the maximum marginal likelihood estimate (MMLE) in the hyperparameter inference for large-degree-of-freedom models. We perform main analyses within the exponential family, where the natural…
Ancestral maximum likelihood (AML) is a method that simultaneously reconstructs a phylogenetic tree and ancestral sequences from extant data (sequences at the leaves). The tree and ancestral sequences maximize the probability of observing…
Maximum likelihood estimation (MLE) methods are widely used for evolutionary tree. As evolutionary tree is not a smooth parameter, the consistency of its MLE has been a topic of debate. It has been noted without proof that the classical…
We give answer to an open problem regarding consistency of the maximum likelihood estimators (MLEs) in generalized linear mixed models (GLMMs) involving crossed random effects. The solution to the open problem introduces an interesting,…
A simple analytical framework to study the molecular quasispecies evolution of finite populations is proposed, in which the population is assumed to be a random combination of the constiyuent molecules in each generation,i.e., linkage…
Anomaly estimation, or the problem of finding a subset of a dataset that differs from the rest of the dataset, is a classic problem in machine learning and data mining. In both theoretical work and in applications, the anomaly is assumed to…
In a finite mixture of location-scale distributions maximum likelihood estimator does not exist because of the unboundedness of the likelihood function when the scale parameter of some mixture component approaches zero. In order to study…
This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of observations (T). An inferential theory is developed. We…
We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…
Distributional regression aims to find the best candidate in a given parametric family of conditional distributions to model a given dataset. As each candidate in the distribution family can be identified by the corresponding distribution…
We consider maximum likelihood estimation of finite mixture of uniform distributions. We prove that maximum likelihood estimator is strongly consistent, if the scale parameters of the component uniform distributions are restricted from…
Given p independent normal populations, we consider the problem of estimating the mean of those populations, that based on the observed data, give the strongest signals. We explicitly condition on the ranking of the sample means, and…
Here, in this paper it has been considered a sub family of exponential family. Maximum likelihood estimations (MLE) for the parameter of this family, probability density function, and cumulative density function based on a sample and based…
The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution $P$ is nonparametric and does not necessarily belong…
Consider a parametrized family of general hidden Markov models, where both the observed and unobserved components take values in a complete separable metric space. We prove that the maximum likelihood estimator (MLE) of the parameter is…