Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...

Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov ...

This is a preview. Log in through your library . Abstract This paper rigorously establishes that the existence of the maximum likelihood estimate (MLE) in high-dimensional logistic regression models ...