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Related Experiment Videos

Deterministic learning for maximum-likelihood estimation through neural networks.

Cristiano Cervellera1, Danilo Macciò, Marco Muselli

  • 1Istituto di Studi sui Sistemi Intelligentiper l'Automazione, Consiglio Nazionale delle Ricerche, Genova 16149, Italy. cervellera@ge.issia.cnr.it

IEEE Transactions on Neural Networks
|August 15, 2008
PubMed
Summary

This study introduces a novel deterministic learning (DL) method for solving maximum-likelihood estimation (MLE) problems. The approach approximates complex likelihood functions using neural networks, offering a consistent and efficient alternative for parameter estimation.

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Area of Science:

  • Computational statistics
  • Machine learning
  • Statistical inference

Background:

  • Maximum-likelihood estimation (MLE) is a fundamental statistical method for parameter estimation.
  • Solving MLE problems often involves complex numerical computations and sampling from unknown densities.
  • Existing methods can be computationally intensive or require specific assumptions about the data distribution.

Purpose of the Study:

  • To present a general numerical method for solving maximum-likelihood estimation (MLE) problems.
  • To introduce a deterministic learning (DL) approach for approximating ML estimator functions.
  • To provide a method that avoids direct sampling from unknown probability densities.

Main Methods:

  • Utilizes a deterministic learning (DL) approach.
  • Employs a carefully chosen neural network architecture.
  • Generates deterministic samples of observations for the likelihood function, bypassing the need for unknown density sampling.

Main Results:

  • The proposed DL method provides close approximations to ML estimator functions.
  • Theoretical analysis demonstrates consistency and convergence with favorable rates to the true ML estimator.
  • Simulation results show the algorithm performs well compared to exact solutions.

Conclusions:

  • The DL-based method offers a viable and efficient approach for numerical MLE.
  • This technique simplifies the process of parameter estimation in complex statistical models.
  • The method shows promise for various applications requiring accurate parameter estimation.