Questions tagged [empirical-likelihood]

Question 1

I came across this article: “MSE is Cross Entropy at Heart: Maximum Likelihood Estimation Explained” which states: "When training a neural network, we are trying to find the parameters of a ...

Question 2

I would like to understand what Efron & Tibshirani mean by 'empirical exponential family' in the textbook 'Introduction to the Bootstrap' (formula 21.84 for instance)? The explanation there is too ...

Question 3

I'am interested to know the opinion on this matter. I have Data of a Financial Security. The goal is to view the Standard Deviations levels of the data to possibly see patterns of behavior of the ...

Question 4

Can you suggest me a paper that proposes an optimal stoping rule based on an empirical distribution? I am looking for some like this: I observe a random variable $x$ for a given time (this is usually ...

Question 5

For Empirical Rule, 95% of the observed data will occur within the second standard deviation, but what is the difference between this and the 95/95 2-sided tolerance interval ? It includes 95% of ...

Question 6

For copula models there are different estimation ways. One of them, is Pseudo maximum likelihood method. In this method, the margins are estimated using empirical cumulative density function. Then ...

Question 7

I am writing my empirical likelihood function, but I do not know whether my model parameters can be identified. The data contains 4 columns, Z is treatment assignment, D is treatment, Y is metric and ...

Question 8

I am reading Ian Goodfellow "Deep Learning" book. At page 128 it says One way to interpret maximum likelihood estimation is to view it as minimizing the dissimilarity between the empirical ...

Question 9

Would it be valid to choose a probability distribution for assumptions based on the actual maximum likelihood of various distributions derived from MLE estimates? For example, suppose I find MLE ...

Question 10

I have data from 2 tools which indicate performance, golden tool and new tool. I can calculate mean value and standard deviation value for each of these 2 samples. I want to quantify if the new tool ...

Question 11

Given $\{\mathbf{x}_i,y_i\}, i=1,\ldots,m$, consider the following optimization problem: $\min\limits_{\mathbf{w},b} \sum\limits_{i=1}^{m}\log(1+\exp(-y_i(\mathbf{w^Tx_i} + b)))$ $+\lambda|| \mathbf{...

Question 12

Suppose I do an experiment $N$ times and get a vector $X$ of results. Let $C_X(y)$ be the empirical cumulative distribution function of $X$. Suppose $X$ is sorted so that $x_1 \leq x_2 \cdots \leq ...

Question 13

I have two empirical distribution A and B (i.e. two continuous datasets in $\mathcal{R}$) and I am trying to set up a hypothesis test to test if a new data point is from distribution A. Naturally ...

Question 14

When I read the talk notes by Owen about empirical likelihood, http://www.ms.uky.edu/~mai/sta709/Owen2005.pdf I am confused about the solve of solution when I read the page 24. Let's say we want to ...

Question 15

I am trying to perform an empirical likelihood estimation in a regression setting using JuliaOpt (Convex or JuMP) and ran into difficulties using either API. The problem: Empirical likelihood for ...

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Questions tagged [empirical-likelihood]

Maximum Likelihood, Cross-Entropy, and Conditional Empirical Distributions for Conditional Models

What do Efron & Tibshirani mean by the 'empirical exponential family' in the textbook 'Introduction to the Bootstrap'?

Standard Deviations of Detrended Data vs Original Data

Paper that proposes an algorithm for a optimal stoping rule based on an empirical distribution

How does the Empirical Rule align with Tolerance Interval

Can use pseudo maximum likelihood method with mixed continuous and discret data in copula

Is this empirical likelihood parameter identified?

Maximum likelihood as minimizing the dissimilarity between the empirical distriution and the model distribution

Use MLEs to choose the 'most likely' from a set of distributions?

How to correlate statistics empirical rule to P value?

How to kernalize a logistic loss based regularized ERM optimization problem?

Empirical PDF from Empirical CDF

Given two empirical distribution A and B, how to setup a hypothesis test to test if a new data point is from distribution A?

Understand the empirical likelihood

JuliaOpt Empirical Likelihood Estimation

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