最常用的这种原则就是最大似然原则(maximum likelihood principle)。 一种对最大似然估计的解释是将其看做是对模型的分布和训练集所定义的实验分布p^data\hat{p}_{data}p^data的差异的最小化。差异的程度使用Kl散度来衡量。 最小化KL散度恰恰对应于最小化分布之间的交叉熵。很多作者会对伯努利分布和soft...
似然和概率的透彻解析 --- 最大似然估计(Maximum likelihood estimation),程序员大本营,技术文章内容聚合第一站。
最大似然估计 An Introductory Guide to Maximum Likelihood Estimation (with a case study in R) 最大似然估计就是已知数据来求模型的最适参数,maximize the probability of observing the data。 Given the observed data and a model of interest, we need to find the one Probability Density Function/Probabi...
在统计学中,似然函数(likelihood function,通常简写为likelihood,似然)是一个非常重要的内容,在非正式场合似然和概率(Probability)几乎是一对同义词,但是在统计学中似然和概率却是两个不同的概念。概率是在特定环境下某件事情发生的可能性,也就是结果没有产生之前依据环境所对应的参数来预测某件事情发生的可能性,比如...
Matlab code of the maximum likelihood estimation and the pseudo-likelihood estimation from Energy landscape analysis of neuroimaging dataTakahiro, EzakiTakamitsu, WatanabeMasayuki, OhzekiNaoki, Masuda
STATA本身有很多estimator是通过MLE方法估计的,例如logit, probit等。在这些模型之外,STATA同时提供了ML syntax来拓展可以估计maximum likelihood模型。下面我们举例子说明ML syntax的用法。 LF Estimator 当整体样本的Log likelihood可以通过每个样本点的log likelihood累加得到时,STATA认为这类模型符合线性约束(Linear Form Re...
Copy CodeCopy Command Themlefunction computes maximum likelihood estimates (MLEs) for a distribution specified by its name and for a custom distribution specified by its probability density function (pdf), log pdf, or negative log likelihood function. ...
"Maximum Likelihood (ML) Estimate, Maximum Likelihood Estimation" published on by Oxford University Press.
Stata’s likelihood-maximization procedures have been designed for both quick-and-dirty work and writing prepackaged estimation routines that obtain results quickly and robustly.For instance, Stata fits negative binomial regressions (a variation on Poisson regression) and Heckman selection models. We wrote...
Implicit Maximum Likelihood Estimation Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models that does not require ...