Maximum likelihood estimation for Gaussian processes under inequality constraints

François Bachoc; Agnès Lagnoux; Andrés F. López-Lopera

doi:10.1214/19-ejs1587

Maximum likelihood estimation for Gaussian processes under inequality constraints

Electronic Journal of Statistics ◽

10.1214/19-ejs1587 ◽

2019 ◽

Vol 13 (2) ◽

pp. 2921-2969 ◽

Cited By ~ 2

Author(s):

François Bachoc ◽

Agnès Lagnoux ◽

Andrés F. López-Lopera

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Gaussian Processes ◽

Inequality Constraints ◽

Likelihood Estimation

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Maximum Likelihood Estimation of Linear Models for Longitudinal Data with Inequality Constraints

Communication in Statistics- Theory and Methods ◽

10.1080/03610920701762788 ◽

2008 ◽

Vol 37 (6) ◽

pp. 931-946 ◽

Cited By ~ 6

Author(s):

Jing Xu ◽

Jinde Wang

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Longitudinal Data ◽

Linear Models ◽

Inequality Constraints ◽

Likelihood Estimation

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Bayesian and Maximum Likelihood Estimation for Gaussian Processes on an Incomplete Lattice

Journal of Computational and Graphical Statistics ◽

10.1080/10618600.2016.1152970 ◽

2017 ◽

Vol 26 (1) ◽

pp. 108-120 ◽

Cited By ~ 13

Author(s):

Jonathan R. Stroud ◽

Michael L. Stein ◽

Shaun Lysen

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Gaussian Processes ◽

Likelihood Estimation

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MAXIMUM LIKELIHOOD ESTIMATION OF CORRELATION MATRIX UNDER INEQUALITY CONSTRAINTS USING GIBBS SAMPLING

Advances in Statistics, Combinatorics and Related Areas ◽

10.1142/9789812776372_0024 ◽

2002 ◽

Author(s):

TOSHIO SAKATA ◽

RYUICHI SAWAE ◽

KENTARO NOMAKUCHI

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Gibbs Sampling ◽

Correlation Matrix ◽

Inequality Constraints ◽

Likelihood Estimation

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Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs

Advances in Contemporary Statistics and Econometrics ◽

10.1007/978-3-030-73249-3_15 ◽

2021 ◽

pp. 283-303

Author(s):

François Bachoc

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Asymptotic Analysis ◽

Gaussian Processes ◽

Likelihood Estimation

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Coherency and Maximum Likelihood Estimation in Demand Systems with Binding Inequality Constraints**This paper draws on joint work with Arthur van Soest and Arie Kapteyn. I thank them, as well as Pim Adang, Marcel Kerkhofs and Rick van der Ploeg for useful comments. Elfriede van Eijsden skilfully wordprocessed the manuscript. Financial support has been provided by the Netherlands Organization for Scientific Research (NWO).

Advanced Lectures in Quantitative Economics ◽

10.1016/b978-0-12-711703-4.50023-8 ◽

1990 ◽

pp. 605-620 ◽

Cited By ~ 2

Author(s):

Peter Kooreman

Keyword(s):

Maximum Likelihood ◽

The Netherlands ◽

Maximum Likelihood Estimation ◽

Financial Support ◽

Scientific Research ◽

Inequality Constraints ◽

Likelihood Estimation ◽

Demand Systems ◽

Joint Work

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Parameter Estimation via Gaussian Processes and Maximum Likelihood Estimation

51st AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference<BR> 18th AIAA/ASME/AHS Adaptive Structures Conference<BR> 12th ◽

10.2514/6.2010-2851 ◽

2010 ◽

Cited By ~ 2

Author(s):

Nicholas West ◽

Laura Swiler

Keyword(s):

Parameter Estimation ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Gaussian Processes ◽

Likelihood Estimation

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Penalised maximum likelihood estimation for fractional Gaussian processes

Biometrika ◽

10.1093/biomet/88.3.888 ◽

2001 ◽

Vol 88 (3) ◽

pp. 888-894 ◽

Cited By ~ 9

Author(s):

O. Lieberman

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Gaussian Processes ◽

Likelihood Estimation

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A fast maximum likelihood estimation and detection algorithm for Bernoulli-Gaussian processes

IEEE Transactions on Acoustics Speech and Signal Processing ◽

10.1109/tassp.1987.1165073 ◽

1987 ◽

Vol 35 (11) ◽

pp. 1636-1639 ◽

Cited By ~ 1

Author(s):

Chong-Yung Chi

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Gaussian Processes ◽

Likelihood Estimation ◽

Detection Algorithm

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A fast maximum-likelihood estimation and detection algorithm for Bernoulli-Gaussian processes

10.1109/icassp.1985.1168267 ◽

2005 ◽

Cited By ~ 1

Author(s):

Chong-Yung Chi ◽

J. Goutsias ◽

J. Mendel

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Gaussian Processes ◽

Likelihood Estimation ◽

Detection Algorithm

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SEQUENTIAL SAMPLING AND MAXIMUM LIKELIHOOD ESTIMATION

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917308548240 ◽

1973 ◽

Vol 1 (6) ◽

pp. 567-568

Author(s):

R. L. Sielken

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Sequential Sampling ◽

Likelihood Estimation

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