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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 For Diffusion Processes Via Closed-Form Density Expansions
asymptotic expansion diffusion discrete observation maximum-likelihood estimation transition density
2016/1/25
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for tran...
Maximum-Likelihood Estimation For Diffusion Processes Via Closed-Form Density Expansions
asymptotic expansion diffusion discrete observation maximum-likelihood estimation transition density
2016/1/20
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for tran...
On the Approximate Maximum Likelihood Estimation for Diffusion Processes
Asymptotic expansion Asymptotic normality Consistency Dis- crete time observation Maximum likelihood estimation
2016/1/19
The transition density of a diffusion process does not admit an explicit expression in general, which prevents the full maximum likelihood estimation (MLE) based on discretely observed sample paths. A...
A Multi-temporal Image Registration Method Based on Edge Matching and Maximum Likelihood Estimation Sample Consensus
Change Detection Remote Sensing Registration Edge Matching
2015/12/8
In the paper, we propose a newly registration method for multi-temporal image registration. Multi-temporal image registration has two difficulties: one is how to design matching strategy to gain enoug...
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
...
Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
2015/8/5
A solution method and an estimation method for nonlinear rational expectations
models are presented in this paper. The solution method can be used in forecasting and
policy applications and can hand...
PHASE NOISE INVESTIGATION OF MAXIMUM LIKELIHOOD ESTIMATION METHOD FOR AIRBORNE MULTIBASELINE SAR INTERFEROMETRY
Synthetic aperture radar (SAR) Interferometry Multibaseline Maximum likelihood Phase unwrapping MEMPHIS Millimeter wave radar Ka-band
2015/4/1
The phase estimation of cross-track multibaseline synthetic aperture interferometric data is usually thought to be very efficiently achieved using the maximum likelihood (ML) method. The suitability o...
Likelihood Estimation with Incomplete Array Variate Observations
Likelihood Estimation Incomplete Array Variate Observations
2012/11/22
Missing data estimation is an important challenge with high-dimensional data arranged in the form of an array.In this paper we propose a probability model for partially observed multi-way array data. ...
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...
上海财经大学经济学院高级计量经济学I课件Lecture 3 Maximum Likelihood Estimation
上海财经大学经济学院 高级计量经济学I 课件 Lecture 3 Maximum Likelihood Estimation
2012/7/16
上海财经大学经济学院高级计量经济学I课件Lecture 3 Maximum Likelihood Estimation.
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...
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...