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Reading 10b: Maximum Likelihood Estimates

ocw.mit.edu

Here are some standard terms we will use as we do statistics. Experiment: Flip the coin 100 times and count the number of heads. Data: The data is the result of the experiment. In this case it is ‘55 heads’. Parameter(s) of interest: We are interested in the value of the unknown parameter p.

  Statistics, Maximum, Estimates, Likelihood, Maximum likelihood estimates

Maximum Likelihood (ML), Expectation Maximization (EM)

people.eecs.berkeley.edu

Find maximum likelihood estimates of µ 1, µ 2 ! EM basic idea: if x(i) were known " two easy-to-solve separate ML problems ! EM iterates over ! E-step: For i=1,…,m fill in missing data x(i) according to what is most likely given the current model µ ! M-step: run ML for completed data, which gives new model µ

  Maximum, Maximization, Estimates, Expectations, Likelihood, Maximum likelihood, Expectation maximization, Maximum likelihood estimates

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Maximum likelihood estimates, Statistics, Maximum Likelihood (ML), Expectation Maximization EM