Results 11 to 20 of about 1,223,755 (370)
Maximum Likelihood Estimation in Gaussian Process Regression is Ill-Posed [PDF]
Journal of machine learning research, 2022 Gaussian process regression underpins countless academic and industrial applications of machine learning and statistics, with maximum likelihood estimation routinely used to select appropriate parameters for the covariance kernel.
Toni Karvonen, Chris J. Oates
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Maximum Likelihood Estimation in Data-Driven Modeling and Control [PDF]
IEEE Transactions on Automatic Control, 2020 Recently, various algorithms for data-driven simulation and control have been proposed based on the Willems’ fundamental lemma. However, when collected data are noisy, these methods lead to ill-conditioned data-driven model structures.
Mingzhou Yin, A. Iannelli, Roy S. Smith
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Maximum Likelihood Estimation for Mixed Fractional Vasicek Processes
Fractal and Fractional, 2022 In this paper, we consider the problem of estimating the drift parameters in the mixed fractional Vasicek model, which is an extended model of the traditional Vasicek model.
Chun-Hao Cai +3 more
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Semi-Nonparametric Maximum Likelihood Estimation [PDF]
Econometrica, 1987 The density of Hermite forms: \[ h(u)=P^ 2_ k(u-\tau)\Phi^ 2(u| \tau,diag(\gamma)) \] where \(P_ k\) is a polynomial of degree K and \(\Phi\) is the density function of the multivariate normal distribution is shown to be capable of approximating any density arbitrarily closely subject to minimal qualifications relating to compactness, denseness ...
Gallant, A Ronald, Nychka, Douglas W
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Further Properties and Estimations of Exponentiated Generalized Linear Exponential Distribution
Mathematics, 2021 The recent exponentiated generalized linear exponential distribution is a generalization of the generalized linear exponential distribution and the exponentiated generalized linear exponential distribution.
Chien-Tai Lin +4 more
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Maximum Likelihood Estimation for the Fractional Vasicek Model
Econometrics, 2020 This paper estimates the drift parameters in the fractional Vasicek model from a continuous record of observations via maximum likelihood (ML). The asymptotic theory for the ML estimates (MLE) is established in the stationary case, the explosive case ...
Katsuto Tanaka, Weilin Xiao, Jun Yu
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Modified Maximum Likelihood Estimation of the Inverse Weibull Model
Axioms, 2023 The inverse Weibull model is a simple and flexible model used for survival analysis, reliability theory, and other scientific fields. The main problem in this context is the estimation of the model parameters.
Mohamed Kayid, Mashael A. Alshehri
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Data cloning: Maximum likelihood estimation of DSGE models
Results in Applied Mathematics, 2020 We present evidence supporting the use of the data cloning method for maximum likelihood estimation of Dynamic Stochastic General Equilibrium models.
Luiz Gustavo C. Furlani +2 more
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Privacy-preserving Maximum Likelihood Estimation for Distributed Data
The Journal of Privacy and Confidentiality, 2010 Recent technological advances enable the collection of huge amounts of data. Commonly, these data are generated, stored, and owned by multiple entities that are unwilling to cede control of their data. This distributed environment requires statistical
Xiaodong Lin, Alan F. Karr
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Maximum likelihood estimation of local stellar kinematics [PDF]
, 2012 Context. Kinematical data such as the mean velocities and velocity dispersions of stellar samples are useful tools to study galactic structure and evolution.
Aghajani, Toktam, Lindegren, Lennart
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