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Search results with tag "Maximum likelihood estimates"

Reading 10b: Maximum Likelihood Estimates

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)

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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