Invention Grant
- Patent Title: Targeted maximum likelihood estimation
- Patent Title (中): 目标最大似然估计
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Application No.: US11867364Application Date: 2007-10-04
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Publication No.: US08438126B2Publication Date: 2013-05-07
- Inventor: Mark van der Laan
- Applicant: Mark van der Laan
- Applicant Address: US CA Oakland
- Assignee: The Regents of the University of California
- Current Assignee: The Regents of the University of California
- Current Assignee Address: US CA Oakland
- Agency: Trellis IP Law Group, PC
- Main IPC: G06F17/00
- IPC: G06F17/00 ; G06N5/02

Abstract:
A method for obtaining an estimator for a distribution pertaining to a dataset is provided. In an illustrative embodiment, the method includes obtaining a dataset; determining a question pertaining to the data; determining an initial estimator descriptive of a distribution of the data; and selectively modifying the initial estimator based on the question, yielding a targeted estimator in response thereto. In a more specific embodiment, selectively modifying the initial estimator includes applying an additional equation and/or a fluctuation function to the initial estimator to yield the targeted estimator, wherein the additional equation or fluctuation function parameter (ε) causes the initial estimator to fluctuate or change as a function of the parameter. The fluctuation function is chosen so that when the parameter ε is set to zero, the initial estimator is not fluctuated. The targeted estimator and a fluctuation function may be employed in an accompanying targeted Bayesian method that involves mapping a prior distribution of a target feature to a posterior distribution of the target feature.
Public/Granted literature
- US20090016470A1 TARGETED MAXIMUM LIKELIHOOD ESTIMATION Public/Granted day:2009-01-15
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