Centrala begrepp
Correcting the pseudo log-likelihood method to ensure algorithm validity.
Sammanfattning
The content addresses the unbounded log-likelihood function in previous literature, providing a counterexample and proposing a solution to correct the algorithms. It discusses the problem description, counterexamples, and a feasible solution to ensure the existence of the estimated parameters. The paper introduces a new function to replace the existing one, ensuring the maximum likelihood estimation method's validity.
Statistik
Pseudo log-likelihood is used in contextual bandits, influence maximization, and causal bandits.
The authors provide a counterexample showing the failure of maximum pseudo log-likelihood estimation.
The MLE method for estimating parameters is discussed.
Citat
"Individuals intending to use similar methods in the future should be cautious of the same or analogous issues."
"One might consider a more intuitive and efficient solution to ensure the existence of θt."