Mathematics
8 years ago

Infinite dimensional density estimation deemed meaningless, new procedures on the horizon!

Society for Industrial and Applied Mathematics eBooks
3. Maximum Likelihood Density Estimation

Paper Summary

Related papers

Theme background image
Mathematics
a year ago

New statistical method revolutionizes parameter estimation for complex models.

Regularization Methods
Bayesian Networks
Multicollinearity
Theme background image
Mathematics
5 years ago

New method for precise estimation and testing in data analysis

Multicollinearity
Regularization Methods
Missing Data
1 view
Theme background image
Mathematics
5 years ago

Revolutionizing Estimation: Maximum Likelihood Method Unlocks Most Efficient Parameter Estimates

Regularization Methods
Genomic Selection
1 view

The article discusses maximum likelihood density estimation, focusing on the existence and uniqueness of estimators in finite dimensions. It shows that popular estimators are maximum likelihood estimators and highlights that the infinite dimensional case is not meaningful. This leads to the introduction of maximum penalized likelihood density estimation procedures in the next chapter.