Gram–Schmidt–Fisher scoring algorithm for parameter orthogonalization in MLE

Analytical bounds for the MLE of the Weibull shape parameter

Parameter ranking by orthogonalization - Applied to nonlinear mechanistic models

The paper addresses methods for parameter sensitivity analysis in a large, nonlinear, mechanistic model which is to be run in an online estimation scheme. The parameter sensitivity has been obtained by numeric approximation. The paper proposes and applies successive orthogonalization of the sensitivity derivative for parameter ranking. The method is easy to implement and the results are easily ...

A MLE algorithm for the k-NN HMM system

In this paper, a theoretical framework is proposed for the introduction of the K-NN pdf estimator in an HMM-based speech recognition system. The estimation of the state output probabilities with the K-NN pdf estimator is shown to imply the introduction of a new parameter : the membership coefficient. To learn this coefficient with the Baum-Welch algorithm, a maximum likelihood (ML) reestimation...

A New Algorithm for MLE with Interval Censored Data

In this paper, we study the two-parameter maximum likelihood estimation (MLE) problem for the GE distribution with consideration of interval data. In the presence of interval data, the analytical forms for the restricted MLE of the parameters of GE distribution do not exist. Since interval data is kind of incomplete data, the EM algorithm can be applied to compute the MLEs of the parameters. Ho...

Expectation-Maximization-Maximization: A Feasible MLE Algorithm for the Three-Parameter Logistic Model Based on a Mixture Modeling Reformulation

Stable maximum likelihood estimation (MLE) of item parameters in 3PLM with a modest sample size remains a challenge. The current study presents a mixture-modeling approach to 3PLM based on which a feasible Expectation-Maximization-Maximization (EMM) MLE algorithm is proposed. The simulation study indicates that EMM is comparable to the Bayesian EM in terms of bias and RMSE. EMM also produces sm...