搜索结果: 1-12 共查到“统计学其他学科 the likelihood”相关记录12条 . 查询时间(0.343 秒)
The Super Robustness of Maximum Likelihood Location Estimator of Exponential Power Distribution, when p < 1
The Super Robustness Maximum Likelihood Location Estimator Exponential Power Distribution p < 1
2012/9/18
We proof that statistically, the maximum likelihood location estimator of exponential power distribution is strict super robust, when p < 1.
The maximum likelihood drift estimator for mixed fractional Brownian motion
mixed fractional Brownian motion maximum likelihood estimator large sample asymptotic
2012/9/18
The paper is concerned with the maximum likelihood estimator (MLE) of the unknown drift parameterθ∈Rin the continuous-time regression model Xt =θt+Bt +BHt,t ∈[0, T] whereBt is the Brownian motion and ...
Composite likelihood estimation of sparse Gaussian graphical models with symmetry
Variable selection model selection penalized estimation Gaussian graphical model concentration matrix partial correlation matrix
2012/9/17
In this article, we discuss the composite likelihood estimation of sparse Gaussian graph-ical models. When there are symmetry constraints on the concentration matrix or partial correlation matrix, the...
Nonconcave penalized composite conditional likelihood estimation of sparse Ising models
Composite likelihood coordinatewise optimization Ising model minorization–maximization principle NP-dimension asymptotic theory HIV drug resistance database.
2012/9/17
The Ising model is a useful tool for studying complex interactions within a system. The estimation of such a model, however, is rather challenging, especially in the presence of high-dimensional param...
Nested Expectation Propagation for Gaussian Process Classification with a Multinomial Probit Likelihood
Gaussian process multiclass classification multinomial probit approximate inference expectation propagation
2012/9/19
We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior...
Maximum Likelihood Estimation of Gaussian Cluster Weighted Models and Relationships with Mixtures of Regression
Cluster-weighted modeling finite mixtures of regression EM-algorithm
2012/9/19
Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parame-ters are estimated by means of the expect...
Maximum likelihood characterization of distributions
Location parameter Maximum Likelihood Es-timator Minimal necessary sample size MLE characterization Scale pa-rameter Score function.
2012/9/19
Gauss’ principle states that the maximum likelihood estimator of the parameter in a location family is the sample mean for all samples of all sample sizes if and only if the family is Gaussian. There ...
Asymptotic Normality of Maximum Likelihood and its Variational Approximation for Stochastic Blockmodels
network statistics stochastic blockmodeling, varia-tional methods maximum likelihood
2012/9/18
Variational methods for parameter estimation are an activere-search area, potentially offering computationally tractable heuristics with theoretical performance bounds. We build on recent work that ap...
Semiparametric inference in mixture models with predictive recursion marginal likelihood
Density estimation Dirichlet process mixture empirical Bayes filtering algorithm
2011/7/5
Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm...
Regenerative block empirical likelihood for Markov chains
Nummelin splitting technique time series Empirical Likelihood
2011/3/21
Empirical likelihood is a powerful semi-parametric method increasingly investigated in the literature. However, most authors essentially focus on an i.i.d. setting. In the case of dependent data, the ...
Empirical likelihood based testing for regression
Marked empirical process Model check for regression Nonlinear regression Partial linear model Residuals
2009/9/16
Consider a random vector $(X,Y)$ and let $m(x)=E(Y|X=x)$. We are interested in testing $H_0 : m in {cal M}_{Theta,{cal G}} = {gamma(cdot,theta,g) : theta in Theta, g in {cal G}}$ for some known functi...
Likelihood inference in exponential families and directions of recession
exponential family existence of maximum likelihood estimate BarndorffNielsen completion
2009/9/16
When in a full exponential family the maximum likelihood estimate (MLE) does not exist, the MLE may exist in the Barndorff-Nielsen completion of the family. We propose a practical algorithm for findin...