Approximate maximum likelihood for complex structural models

Approximate Profile Maximum Likelihood

We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML has appealing theoretical properties, but is difficult to compute exactly. Inspired by observations gleaned from exactly solvable cases, we look for an appro...

Approximate Maximum Likelihood Sequence Detection

The problem of multiuser detection in asynchronous Direct-Sequence Code-Division Multiple-Access systems with residual errors in timing and amplitude estimation is addressed. Prior work has shown that the maximum-likelihood (ML) solution is sensitive to timing errors as small as a fraction of a chip period. In this paper, residual errors in both synchronization and fading coeecient estimation a...

Estimating a Parameter in Incidental and Structural Models by Approximate Maximum Likelihood

Approximate Maximum Likelihood Method for Frequency Estimation

A frequency can be estimated by few Discrete Fourier Transform (DFT) coefficients, see Rife and Vincent (1970), Quinn (1994, 1997). This approach is computationally efficient. However, the statistical efficiency of the estimator depends on the location of the frequency. In this paper, we explain this approach from a point of view of an Approximate Maximum Likelihood (AML) method. Then we enhanc...

Maximum likelihood and Bayesian estimation for nonlinear structural equation models