The asymptotic distribution of estimates that are based on a sub-optimal search for the maximum of the log-likelihood function is considered. In particular, estimation schemes that...
In the context of network traffic analysis, we address the problem of estimating the tail index of flow (or more generally of any group) size distribution from the observation of...
We consider the task of estimating, from observed data, a probabilistic model that is parameterized by a finite number of parameters. In particular, we are considering the situat...
We investigate theoretically some properties of variational Bayes approximations based on estimating the mixing coefficients of known densities. We show that, with probability 1 a...