Estimating a probability mass function with unknown labels

DOI10.1214/17-AOS1542MaRDI QIDQ682304zbMATH OpenOpenAlexWikidataFDO

Authors Dragi Anevski, Richard D. Gill, Stefan Zohren

Publication date 14 February 2018

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.1200, https://projecteuclid.org/euclid.aos/1513328588

zbMATH Keywords

high profilemonotone rearrangementnonparametricNPMLEorderedprobability mass functionratesSA-EMsievestrong consistency

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Abstract: In the context of a species sampling problem we discuss a non-parametric maximum likelihood estimator for the underlying probability mass function. The estimator is known in the computer science literature as the high profile estimator. We prove strong consistency and derive the rates of convergence, for an extended model version of the estimator. We also study a sieved estimator for which similar consistency results are derived. Numerical computation of the sieved estimator is of great interest for practical problems, such as forensic DNA analysis, and we present a computational algorithm based on the stochastic approximation of the expectation maximisation algorithm. As an interesting byproduct of the numerical analyses we introduce an algorithm for bounded isotonic regression for which we also prove convergence.

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Cited in

(8)

• Estimating the probability mass of unobserved support in random sampling
• Completely monotone distributions: mixing, approximation and estimation of number of species
• Impact of model choice on LR assessment in case of rare haplotype match (frequentist approach)
• Maximum Likelihood Set for Estimating a Probability Mass Function
• Consistent estimation of small masses in feature sampling
• Approximate profile maximum likelihood
• Near-optimal estimation of the unseen under regularly varying tail populations
• Bayesian nonparametric inference for ``species-sampling problems

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