Timeline for How to formalize or calculate parameters that maximize the likelihood without numerical method?
Current License: CC BY-SA 4.0
17 events
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Feb 23, 2021 at 20:27 | review | Suggested edits | |||
Feb 23, 2021 at 22:41 | |||||
Feb 23, 2021 at 20:12 | vote | accept | A.B | ||
Feb 23, 2021 at 17:19 | history | edited | A.B | CC BY-SA 4.0 |
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Feb 23, 2021 at 17:15 | comment | added | A.B | @whuber Thankyou for the comment, I know the theory. But i just wanted to see the difficulty of computing it, I have updated the question with this aim. | |
Feb 23, 2021 at 17:13 | history | edited | A.B | CC BY-SA 4.0 |
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Feb 23, 2021 at 17:01 | comment | added | whuber♦ | Until Newton and Leibniz developed the theory of differentiation, most optimization problems like this were intractable. You're better off learning the theory instead of avoiding it. | |
Feb 23, 2021 at 16:40 | review | Close votes | |||
Mar 17, 2021 at 3:04 | |||||
Feb 23, 2021 at 16:32 | answer | added | Arya McCarthy | timeline score: 4 | |
Feb 23, 2021 at 16:27 | history | edited | A.B | CC BY-SA 4.0 |
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Feb 23, 2021 at 16:22 | history | edited | kjetil b halvorsen♦ | CC BY-SA 4.0 |
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Feb 23, 2021 at 16:20 | comment | added | A.B | @AryaMcCarthy, yup normal distribution just. | |
Feb 23, 2021 at 16:17 | comment | added | Arya McCarthy | Ah, gotcha. And you care specifically about a Gaussian distribution? | |
Feb 23, 2021 at 16:10 | comment | added | A.B | @AryaMcCarthy, thanyou for the comment and pardon for the bad terminology. I wanted to say that without taking derivatives, how can I calculate best paramter manually by hand. I know we cant commute all possible values but I just wanted to do it to understand what does it mean to do it(since we have 2 values for each parameter) | |
Feb 23, 2021 at 16:06 | history | edited | A.B | CC BY-SA 4.0 |
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Feb 23, 2021 at 16:03 | comment | added | Arya McCarthy | How to compute the argmax you describe over an infinite space (two real lines—for mu and sigma) is a choice you have to make. Obviously you can’t try out every single possible value. This is why people use some “numerical method”. Because these are Gaussians, you can directly use the sufficient statistics of the data points to compute the parameters. | |
Feb 23, 2021 at 15:59 | comment | added | Arya McCarthy | “calculate the parameter with highest likelihoods” and “ I dont want to use Meximum likelihood” is a contradiction. Maximum likelihood is declarative, not procedural. It doesn’t specify how to compute the optimal parameters. | |
Feb 23, 2021 at 15:47 | history | asked | A.B | CC BY-SA 4.0 |