1983. Maximum likelihood estimation in a latent variable problem. Studies in Econometrics, Time Series and Multivariate Statistics. Academic Press: New York; 31-65.BRILLINGER, D.R., PREISLER, M.K. (1983). Maximum Likelihood Es- timation in a Latent Variable Problem. In: Karlin, S., ...
最大似然估计 An Introductory Guide to Maximum Likelihood Estimation (with a case study in R) 最大似然估计就是已知数据来求模型的最适参数,maximize the probability of observing the data。 Given the observed data and a model of interest, we need to find the one Probability Density Function/Probabi...
The concept of maximum likelihood estimation is a general and ubiquitous one in statistics and refers to a procedure whereby the parameters of a model are optimized by maximizing the joint probability or probability density of observed measurements based on an assumed distribution of those measurements...
MATHEMATICAL ENGINEERING TECHNICAL REPORTS On the Interpretation of I-Divergence-Based Distribution-Fitting as a Maximum-Likelihood Estimation Problem 来自 ResearchGate 喜欢 0 阅读量: 28 作者:JL Roux,H Kameoka,N Ono,S Sagayama 摘要: Fundamental holes and saturation points of a commutative semigroup ...
3.2. the maximum likelihood 3.3. lmom 4. Discussion: 4.1. the nls 1.1 singular gradient problem As I already the estimation of my three parameters, so I use them as the guess, then there is no singular gradient error again 1.2 The parameters are slight different from the results got from...
Maximum likelihood (ML) estimation is a popular approach in solving many signal processing problems. Many of these problems cannot be solved analytically and so numerical techniques such as the method of scoring are applied. However, in many scenarios, it is desirable to modify the ML problem wit...
Maximum Likelihood Estimation “If it walks like a duck, and quacks like a duck, then it is reasonable to guess it’s . . .” —UNKNOWN L inear estimators, such as the least squares and instrumental variables estimators, are only one weapon in the econometri- ...
参考:Fitting a Model by Maximum Likelihood 最大似然估计是用于估计模型参数的,首先我们必须选定一个模型,然后比对有给定的数据集,然后构建一个联合概率函数,因为给定了数据集,所以该函数就是以模型参数为自变量的函数,通过求导我们就能得到使得该函数值(似然值)
The problem of estimating the dimension parameters of rectangular and circular cavities from scattering data is addressed in this paper. By incorporating the modal solutions of the waveguides in the Complex Phase History Signal model, the Maximum-Likelihood Estimation (MLE) criterion has been developed...
The likelihood approach to parameter estimation is a statistical paradigm, which differs from the typical view of least square estimation. If the system is modelled by stochastic differential equations, the evaluation of the likelihood function can be solved as a general nonlinear filtering problem: Ma...