Covers Likelihood Ratio Tests, their optimality, and extensions in hypothesis testing, including Wilks' Theorem and the relationship with Confidence Intervals.
Explores the consistency and asymptotic properties of the Maximum Likelihood Estimator, including challenges in proving its consistency and constructing MLE-like estimators.
Explores Gaussian Mixture Models for data classification, focusing on denoising signals and estimating original data using likelihood and posteriori approaches.
Explores the Poisson process approach in extreme value analysis, emphasizing component-wise transformations and likelihood functions for extreme events.