We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair ...
Our method can be used to train implicit probabilistic models (a common example being the generator in GANs). Unlike GANs, however, our method does not suffer from mode collapse/dropping and is stable ...
The challenge of using small sample sizes for operational risk capital models fitted via maximum likelihood estimation is well recognized, yet the literature generally provides warning examples rather ...
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