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基于预测递归边际似然的混合模型半参数推断AI 解读

Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in the additional unknown structural parameter. As an alternative to existing profile likelihood methods, we treat predictive recursion as a filter approximation by fitting a fully Bayes model, whereby an approximate marginal likelihood of…

等间隔高斯相关观测的精确高斯最大似然与模拟AI 解读

For regularly-spaced observations with the Gaussian autocorrelation function, the finite and infinite autoregressive and moving-average representations can be obtained theoretically. This allows exact Gaussian maximum likelihood to be performed very accurately, and gives a simple exact simulation method.