On Maximum Likelihood Estimation of averaged power spectra
نویسندگان
چکیده
منابع مشابه
Power Spectrum Estimation II. Linear Maximum Likelihood
This second paper of two companion papers on the estimation of power spectra specializes to the topic of estimating galaxy power spectra at large, linear scales using maximum likelihood methods. As in the first paper, the aims are pedagogical, and the emphasis is on concepts rather than technical detail. The paper covers most of the salient issues, including selection functions, likelihood func...
متن کاملMaximum Likelihood Estimation of Parameters in Generalized Functional Linear Model
Sometimes, in practice, data are a function of another variable, which is called functional data. If the scalar response variable is categorical or discrete, and the covariates are functional, then a generalized functional linear model is used to analyze this type of data. In this paper, a truncated generalized functional linear model is studied and a maximum likelihood approach is used to esti...
متن کاملOn Maximum Intractable Likelihood Estimation
Approximate Bayesian Computation (ABC) may be viewed as an analytic approximation of an intractable likelihood coupled with an elementary simulation step. Considering the first step as an explicit approximation of the likelihood allows, also, maximum-likelihood (or maximum-aposteriori) inference to be conducted, approximately, using essentially the same techniques. Such an approach is developed...
متن کاملTutorial on maximum likelihood estimation
In this paper, I provide a tutorial exposition on maximum likelihood estimation (MLE). The intended audience of this tutorial are researchers who practice mathematical modeling of cognition but are unfamiliar with the estimation method. Unlike least-squares estimation which is primarily a descriptive tool, MLE is a preferred method of parameter estimation in statistics and is an indispensable t...
متن کاملMaximum Likelihood Estimation ∗ Clayton
This module introduces the maximum likelihood estimator. We show how the MLE implements the likelihood principle. Methods for computing th MLE are covered. Properties of the MLE are discussed including asymptotic e ciency and invariance under reparameterization. The maximum likelihood estimator (MLE) is an alternative to the minimum variance unbiased estimator (MVUE). For many estimation proble...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Astronomy & Astrophysics
سال: 2003
ISSN: 0004-6361,1432-0746
DOI: 10.1051/0004-6361:20034401