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中山大学岭南学院高级计量经济学课件（I）CH6 Maximum Likelihood Estimation
中山大学岭南学院 高级计量经济学 课件（I） CH6 Maximum Likelihood Estimation
2017/6/14
中山大学岭南学院高级计量经济学课件（I）CH6 Maximum Likelihood Estimation。
Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
Nonparametric signal in white noise Maximum likelihood Smoothness classes Extremal problems Optimal control Iterative solution
2015/8/25
We study extremal problems related to nonparametric maximum likelihood estimation (MLE) of a signal in white noise.The aim is to reduce these to standard problems of optimal control which can be solve...
Discussion of ‘Maximum likelihood estimation of a multi-dimensional log-concave density’ by M. Cule, R. Samworth and M. Stewart
likelihood estimation multi-dimensional log-concave density
2015/8/20
I started looking at log-concave distributions when I was searching for an appropriate model
for subpopulations of multivariate flow cytometry data about ten years ago. The use of log-concave
...
Independent component analysis via nonparametric maximum likelihood estimation
Blind source separation density estimation independent component analysis log-concave projection
2012/6/19
Independent Component Analysis (ICA) models are very popular semiparametric models in which we observe independent copies of a random vector $X = AS$, where $A$ is a non-singular matrix and $S$ has in...
Geometry of maximum likelihood estimation in Gaussian graphical models
Geometry of maximum likelihood estimation Gaussian graphical models
2011/1/21
We study maximum likelihood estimation in Gaussian graphical models from a geometric point of view. An algebraic elimination criterion allows us to nd exact lower bounds on the number of observations...
A generalized quasi-likelihood estimation of a Poisson process
Quasi-likelihood method Non-orthogonal estimating functions
2010/9/15
In this paper, generalized quasi-likelihood estimation for a Poisson Process model with a dependent structure is developed incorporating knowledge of skewness and kurtosis. This is a generalization of...