تقرير
Maximum likelihood estimation for discrete exponential families and random graphs
| العنوان: | Maximum likelihood estimation for discrete exponential families and random graphs |
|---|---|
| المؤلفون: | Bogdan, Krzysztof, Bosy, Michał, Skalski, Tomasz |
| سنة النشر: | 2019 |
| المجموعة: | Mathematics Statistics |
| مصطلحات موضوعية: | Mathematics - Probability, Mathematics - Combinatorics, Mathematics - Statistics Theory, 05C80, 62H12 |
| الوصف: | We characterize the existence of the maximum likelihood estimator for discrete exponential families. Our criterion is simple to apply as we show in various settings, most notably for exponential models of random graphs. As an application, we point out the size of independent identically distributed samples for which the maximum likelihood estimator exists with high probability. Comment: 21 pages, minor editorial changes, added connections to the criterion of Barndorff-Nielsen and linear programming |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/1911.13143 |
| رقم الأكسشن: | edsarx.1911.13143 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |