Week 1 - Maximum Likelihood Estimation

Question 1

Likelihood

Answer 1

A function that measures the goodness of fit of a statistical model to a sample of data for given values of the unknown parameters

Question 2

Exhaustive search

Answer 2

Generate every possible likelihood function to find the best model

Question 3

Grid Search

Answer 3

Generate a set of values of theta which are spaced at small intervals, then pick the value that gives you the maximum likelihood

Question 4

Cost function

Answer 4

A function that maps a set of events into a number that represents the cost of that event occurring.

Question 5

Cost function for likelihood

Answer 5

The negative logarithm of the likelihood function