Meeting
A Mini-Conference to Celebrate Elizabeth Thompson's Contributions to Statistics, Genetics and the University of Washington was held on June 19, 2018.
My talk is titled
Fast Valid Statistical Inference when the Maximum Likelihood Estimate Does Not Exist in an Exponential Family Model and the
Usual Asymptoticsare Bogus
Reference material for this talk is:
(and, of course, references cited in these works).Geyer, C. J. (1990).
Likelihood and Exponential Families.
PhD thesis, University of Washington.
http://hdl.handle.net/11299/56330
Advisor: Elizabeth A. ThompsonGeyer, C. J. (2009).
Likelihood inference in exponential families and directions of recession.
Electronic Journal of Statistics, 3 259–289.
doi:10.1214/08-EJS349Eck, D. J. (2017).
Statistical Inference in Multivariate Settings.
PhD thesis, University of Minnesota.
http://hdl.handle.net/11299/190441Eck, D. J., and Geyer, C. J. (submitted).
Computationally efficient likelihood inference in exponential families when the maximum likelihood estimator does not exist.
Submitted to Annals of Statistics.
https://arxiv.org/abs/1803.11240
Slides
The slides for the talk are here: PDF and knitr source.Supporting Material
Somesupporting materialthat didn't fit on the slides is here: PDF and knitr source.