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Related Experiment Videos

Maximum likelihood set for estimating a probability mass function.

Bruno M Jedynak1, Sanjeev Khudanpur

  • 1Département de Mathématiques, Université des Sciences et Technologies de Lille, France. bruno.jedynak@jhu.edu

Neural Computation
|May 20, 2005
PubMed
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We introduce a novel method to estimate probability mass functions (pmfs) from small samples. This approach defines a maximum likelihood set (MLS) and selects the optimal pmf using prior knowledge, achieving state-of-the-art results in language modeling.

Area of Science:

  • Statistics
  • Probability Theory
  • Machine Learning

Background:

  • Estimating probability mass functions (pmfs) for discrete variables from limited data is challenging.
  • Existing methods may not fully leverage observed data or incorporate prior knowledge effectively.

Purpose of the Study:

  • To develop a new method for estimating the probability mass function (pmf) of a discrete, finite random variable from small samples.
  • To define and characterize the Maximum Likelihood Set (MLS) of pmfs.

Main Methods:

  • The Maximum Likelihood Set (MLS) is defined as pmfs assigning more probability to observed counts than any other possible counts for a given sample size.
  • The MLS is geometrically characterized as a diamond-shaped subset of the probability simplex, bounded by hyper-planes.

Related Experiment Videos

  • A pmf is selected from the MLS by minimizing Kullback-Leibler distance to a prior knowledge pmf, solved using convex optimization.
  • Main Results:

    • The MLS is shown to contain the empirical distribution and Bayesian estimators like the Laplace estimator.
    • The proposed method successfully applies to language modeling, incorporating Zipf's law as prior knowledge.
    • State-of-the-art results were achieved in language modeling tasks.

    Conclusions:

    • The new method provides a robust way to estimate pmfs from small datasets.
    • The approach is conceptually simpler and performs competitively with existing methods in language modeling.
    • The framework allows for the principled incorporation of prior knowledge into pmf estimation.