相关论文: Estimation of Bivariate Normal Distributions from …

Maximum likelihood estimation (MLE) is a fundamental computational problem in statistics. In this paper, MLE for statistical models with discrete data is studied from an algebraic statistics viewpoint. A reformulation of the MLE problem in…

Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent…

Clinical trial simulation (CTS) is critical in new drug development, providing insight into safety and efficacy while guiding trial design. Achieving realistic outcomes in CTS requires an accurately estimated joint distribution of the…

We often seek to estimate the impact of an exposure naturally occurring or randomly assigned at the cluster-level. For example, the literature on neighborhood determinants of health continues to grow. Likewise, community randomized trials…

The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a cornerstone of statistical theory. In this paper, we give explicit upper bounds on the distributional distance between the distribution of…

This paper focuses on the privacy paradigm of providing access to researchers to remotely carry out analyses on sensitive data stored behind firewalls. We address the situation where the analysis demands data from multiple physically…

One of the most common methods for statistical inference is the maximum likelihood estimator (MLE). The MLE needs to compute the normalization constant in statistical models, and it is often intractable. Using unnormalized statistical…

We propose a new method for multivariate response regression and covariance estimation when elements of the response vector are of mixed types, for example some continuous and some discrete. Our method is based on a model which assumes the…

We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…

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…

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

The correlated binomial (CB) distribution was proposed by Luce\~no (Computational Statistics $\&$ Data Analysis, 20, 1995, 511-520) as an alternative to the binomial distribution for the analysis of the data in the presence of correlations…

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…

A two-stage adaptive optimal design is an attractive option for increasing the efficiency of clinical trials. In these designs, based on interim data, the locally optimal dose is chosen for further exploration, which induces dependencies…

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 provide a method that enables the simple calculation of the maximal correlation coefficient of a bivariate distribution, under suitable conditions. In particular, the method readily applies to known results on order statistics and…

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…

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,…

Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood…