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Pseudo Maximum Likelihood Methods: Theory [PDF]
Econometrica, 1984 Estimators obtained by maximizing a likelihood function are studied in the case where the true p.d.f. does not necessarily belong to the family chosen for the likelihood function. When such a procedure is applied to the estimation of the parameters of the first order moments, it is possible to prove a necessary and sufficient condition for its ...
Gourieroux Christian +2 more
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Maximum likelihood estimators based on the block maxima method [PDF]
Bernoulli, 2017 The extreme value index is a fundamental parameter in univariate Extreme Value Theory (EVT). It captures the tail behavior of a distribution and is central in the extrapolation beyond observed data.
C. Dombry, Ana Ferreira
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Particle methods for maximum likelihood estimation in latent variable models [PDF]
, 2008 Standard methods for maximum likelihood parameter estimation in latent variable models rely on the Expectation-Maximization algorithm and its Monte Carlo variants.
Davy, Manuel +8 more
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IQ-TREE: A Fast and Effective Stochastic Algorithm for Estimating Maximum-Likelihood Phylogenies
Molecular biology and evolution, 2014 Large phylogenomics data sets require fast tree inference methods, especially for maximum-likelihood (ML) phylogenies. Fast programs exist, but due to inherent heuristics to find optimal trees, it is not clear whether the best tree is found.
Lam-Tung Nguyen +3 more
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A simple approach to maximum intractable likelihood estimation [PDF]
, 2013 Approximate Bayesian Computation (ABC) can be viewed as an analytic approximation of an intractable likelihood coupled with an elementary simulation step.
Rubio, Francisco J., Johansen, Adam M.
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An estimation of local bulk flow with the maximum-likelihood method [PDF]
, 2013 A maximum-likelihood method, tested as an unbiased estimator from numerical simulations, is used to estimate cosmic bulk flow from peculiar velocity surveys.
Yin-Zhe Ma, Jun Pan
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An Inconsistency of the Method of Maximum Likelihood [PDF]
The Annals of Mathematical Statistics, 1955 An example was given by Neyman and Scott [2] to show that there are situations where the method of maximum likelihood leads to inconsistent estimators. In their example considered, the observations were supposed to be drawn from an infinite sequence of distinct populations involving an infinite sequence of nuisance parameters.
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Approximate maximum likelihood estimation of two closely spaced sources [PDF]
, 2014 The performance of the majority of high resolution algorithms designed for either spectral analysis or Direction-of-Arrival (DoA) estimation drastically degrade when the amplitude sources are highly correlated or when the number of available snapshots is
Chaumette, Eric +2 more
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A scalable maximum likelihood method for quantum state tomography [PDF]
, 2013 The principle of maximum likelihood reconstruction has proven to yield satisfactory results in the context of quantum state tomography for many-body systems of moderate system sizes.
T. Baumgratz +3 more
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On A Maximum Likelihood Method for Clustering
Behaviormetrika, 1996 In this paper, we propose a new clustering method based on the concept of maximum likelihood (ML) estimation. In general, the problem of local minima arises when we try to use the ML method in clustering problems. Our method circumvents this problem by employing the so called simulated annealing technique.
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