Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models

2021 ◽  
Author(s):  
Pavel Krupskii ◽  
Harry Joe
Keyword(s):  
Parameter Estimation ◽  
High Dimensional ◽  
Copula Models ◽  
Proxy Variables ◽  
Approximate Likelihood

On-Line Chatter Detection Using Wavelet-Based Parameter Estimation

2000 ◽  
Author(s):  
Taejun Choi ◽  
Yung C. Shin
Keyword(s):  
Parameter Estimation ◽  
Estimation Algorithm ◽  
Cutting Process ◽  
High Dimensional ◽  
Detection Accuracy ◽  
Chatter Detection ◽  
Ml Estimation ◽  
On Line ◽  
Low Dimensional ◽  
Low Dimensional Dynamics

Abstract A new method for on-line chatter detection is presented. The proposed method characterizes the significant transition from high dimensional to low dimensional dynamics in the cutting process at the onset of chatter. Based on the likeness of the cutting process to the nearly-1/f process, this wavelet-based maximum likelihood (ML) estimation algorithm is applied for on-line chatter detection. The presented chatter detection index γ is independent of the cutting conditions and gives excellent detection accuracy and permissible computational efficiency, which makes it suitable for on-line implementation. The validity of the proposed method is demonstrated through the tests with extensive actual data obtained from turning and milling processes.

scholarly journals Regularized Parameter Estimation in High-Dimensional Gaussian Mixture Models

2011 ◽  
Vol 23 (6) ◽  
pp. 1605-1622 ◽  
Author(s):  
Lingyan Ruan ◽  
Ming Yuan ◽  
Hui Zou
Keyword(s):  
Parameter Estimation ◽  
Mixture Models ◽  
Gaussian Mixture Models ◽  
Expectation Maximization Algorithm ◽  
Real Data ◽  
Gaussian Mixture ◽  
High Dimensional ◽  
Model Based Clustering ◽  
Text Type ◽  
Effective Dimensionality

Finite gaussian mixture models are widely used in statistics thanks to their great flexibility. However, parameter estimation for gaussian mixture models with high dimensionality can be challenging because of the large number of parameters that need to be estimated. In this letter, we propose a penalized likelihood estimator to address this difficulty. The [Formula: see text]-type penalty we impose on the inverse covariance matrices encourages sparsity on its entries and therefore helps to reduce the effective dimensionality of the problem. We show that the proposed estimate can be efficiently computed using an expectation-maximization algorithm. To illustrate the practical merits of the proposed method, we consider its applications in model-based clustering and mixture discriminant analysis. Numerical experiments with both simulated and real data show that the new method is a valuable tool for high-dimensional data analysis.

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