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在统计学中，最大似然估计(maximum likelihood estimation, MLE)是通过最大化似然函数估计概率分布参数的一种方法，使观测数据在假设的统计模型下最有可能。参数空间中使似然函数最大化的点称为最大似然估计。最大似然逻辑既直观又灵活，因此该方法已成为统计推断的主要手段。
Lagrange multipliers in Maximum likelihood estimations and Least squares problems with Constraints
Arxiv
0+阅读 · 6月6日
Algorithm to check Maximum Likelihood Estimate Existence for integrated PCA
Arxiv
0+阅读 · 5月27日
Quasi-maximum likelihood estimation for scalable ARMA models
Arxiv
0+阅读 · 6月4日
From Poisson Observations to Fitted Negative Binomial Distribution
Arxiv
0+阅读 · 4月6日
The generalized method of moments is (almost) statistically efficient in low-SNR Gaussian latent-variable models
Arxiv
0+阅读 · 5月28日
Improving Longitudinal Targeted Maximum Likelihood Estimation in Target Trial Emulation using Joint Calibrated Weights
Arxiv
0+阅读 · 6月3日
Adaptive Targeted Maximum Likelihood Estimation of the Mean Potential Outcome under a Treatment Rule
Arxiv
0+阅读 · 5月5日
Asymptotic regimes for maximum likelihood estimation in the Ewens--Pitman model: When the strength parameter matters
Arxiv
0+阅读 · 6月11日
Efficient Targeted Maximum Likelihood Estimation of Average Treatment Effects under Structured Outcome Models with Unknown Error Distributions
Arxiv
0+阅读 · 4月17日
On the Equivalence Between Auto-Regressive Next Token Prediction and Full-Item-Vocabulary Maximum Likelihood Estimation in Generative Recommendation--A Short Note
Arxiv
0+阅读 · 4月17日
Downlink Channel Matrix Estimation from PMI-Only Feedback in FDD Systems: Maximum Likelihood and Sharp Excess Risk Bound
Arxiv
0+阅读 · 4月24日
Implicit Maximum Likelihood Estimation for Real-time Generative Model Predictive Control
Arxiv
0+阅读 · 3月22日
Transmuted logistic-exponential distribution - some new properties, estimation methods and application with infectious disease mortality data
Transmuted logistic-exponential distribution - some new properties, estimation methods and application with infectious disease mortality data
Arxiv
0+阅读 · 3月18日
Efficient Targeted Maximum Likelihood Estimators for Two-Phase Design Problems
Arxiv
0+阅读 · 2月27日
Stochastic highway capacity: Unsuitable Kaplan-Meier estimator, revised maximum likelihood estimator, and impact of speed harmonisation
Arxiv
0+阅读 · 2月27日
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