A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and convergence of the algorithm is derived. Many examples are sketched, including missing value

In this paper, Markov chain Monte Carlo sampling methods are exploited to provide a unified, practical likelihood-based framework for the analysis of stochastic volatility models. A highly effective method is developed that samples all the unobserved volatilities at once using an approximating

PAML, currently in version 4, is a package of programs for phylogenetic analyses of DNA and protein sequences using maximum likelihood (ML). The programs may be used to compare and test phylogenetic trees, but their main strengths lie in the rich repertoire of evolutionary models implemented, which

Abstract-Speech recognition is formulated as a problem of maximum likelihood decoding. This formulation requires statistical models of the speech production process. In this paper, we describe a number of sta-tistical models for use in speech recognition. We give special attention to determining

penalized likelihood functions. The proposed ideas are widely applicable. They are readily applied to a variety of parametric models such as generalized linear models and robust regression models. They can also be applied easily to nonparametric modeling by using wavelets and splines. Rates of convergence

The Regional Earthquake Likelihood Models (RELM) project aims to produce and evaluate alternate models of earthquake potential (probability per unit volume, magnitude, and time) for California. Based on differing assumptions, these models are produced both to test the validity of their assumptions

This paper examines the application of linear transformations for speaker and environmental adaptation in an HMM-based speech recognition system. In particular, transformations that are trained in a maximum likelihood sense on adaptation data are investigated. Other than in the form of a simple

The increase in the number of large data sets and the complexity of current probabilistic sequence evolution models necessitates fast and reliable phylogeny reconstruction methods. We describe a new approach, based on the maximumlikelihood principle, which clearly satisfies these requirements

Abstract not found

Two approximate methods are proposed for maximum likelihood phylogenetic estimation, which allow variable rates of substitution across nucleotide sites. Three data sets with quite different characteristics were analyzed to examine empirically the performance of these methods. The first, called