Approximate distributions for Maximum Likelihood and maximum a posteriori estimates under a Gaussian noise model

Author(s):  
Craig K. Abbey ◽  
Eric Clarkson ◽  
Harrison H. Barrett ◽  
Stefan P. Müller ◽  
Frank J. Rybicki
1998 ◽  
Vol 2 (4) ◽  
pp. 395-403 ◽  
Author(s):  
Craig K. Abbey ◽  
Eric Clarkson ◽  
Harrison H. Barrett ◽  
Stefan P. Müller ◽  
Frank J. Rybicki

2020 ◽  
Author(s):  
Rudolf Debelak ◽  
Samuel Pawel ◽  
Carolin Strobl ◽  
Edgar C. Merkle

A family of score-based tests has been proposed in the past years for assessing the invariance of model parameters in several models of item response theory. These tests were originally developed in a maximum likelihood framework. This study aims to extend the theoretical framework of these tests to Bayesian maximum-a-posteriori estimates and to multiple group IRT models. We propose two families of statistical tests, which are based on a) an approximation using a pooled variance method, or b) a simulation-based approach based on asymptotic results. The resulting tests were evaluated by a simulation study, which investigated their sensitivity against differential item functioning with respect to a categorical or continuous person covariate in the two- and three-parametric logistic models. Whereas the method based on pooled variance was found to be practically useful with maximum likelihood as well as maximum-a-posteriori estimates, the simulation-based approach was found to require large sample sizes to lead to satisfactory results.


2021 ◽  
Author(s):  
Kazuhiro Yamaguchi

In diagnostic classification models, parameter estimation sometimes provides estimates that stick to the boundaries of the parameter space, which is called the boundary problem, and it may lead to extreme values of standard errors. However, the relationship between the boundary problem and irregular standard errors has not been analytically explored. In addition, prior research has not shown how maximum a posteriori estimates avoid the boundary problem and affect the standard errors of estimates. To analyze these relationships, the expectation-maximization algorithm for maximum a posteriori estimates and a complete data Fisher information matrix are explicitly derived for a mixture formulation of saturated diagnostic classification models. Theoretical considerations show that the emptiness of attribute mastery patterns causes both the boundary problem and the inaccurate standard error estimates. Furthermore, unfortunate boundary problem without emptiness causes shorter standard errors. A simulation study shows that the maximum a posteriori method prevents boundary problems and improves standard error estimates more than maximum likelihood estimates do. The effect is sometimes radical, and the results show that the maximum a posteriori method is more appropriate than the maximum likelihood method.


Entropy ◽  
2021 ◽  
Vol 23 (2) ◽  
pp. 240
Author(s):  
Muhammad Umar Farooq ◽  
Alexandre Graell i Amat ◽  
Michael Lentmaier

In this paper, we perform a belief propagation (BP) decoding threshold analysis of spatially coupled (SC) turbo-like codes (TCs) (SC-TCs) on the additive white Gaussian noise (AWGN) channel. We review Monte-Carlo density evolution (MC-DE) and efficient prediction methods, which determine the BP thresholds of SC-TCs over the AWGN channel. We demonstrate that instead of performing time-consuming MC-DE computations, the BP threshold of SC-TCs over the AWGN channel can be predicted very efficiently from their binary erasure channel (BEC) thresholds. From threshold results, we conjecture that the similarity of MC-DE and predicted thresholds is related to the threshold saturation capability as well as capacity-approaching maximum a posteriori (MAP) performance of an SC-TC ensemble.


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