Saturday, May 01, 2010
Likelihood versus maximum likelihoodba
Likelihood versus maximum likelihood
There is no firm foundation for maximum likelihood estimates for parameters in a statistical model. There are likelihoods of an outcome associated with parameters, and that is it. There is rarely a probabilistic model for the parameters.
This can be seen simply by noting that it is sensitive to a transformation of a continuous parameter. It makes more sense for discrete parameters.
This is not really a paradox, in that points are still just the same points after transformation.
There seems to be something quantum in this. But I am not sure what.
One wonders if evolution might have a view on this? Might there be decision processes that go for the maximum likelihood. Does one assume a rustle is a tiger?
The example I like to think about is smell, where individual molecules trigger or do not trigger a set of sensor cells. Given an observation, it decides what the smell is and gets the brain to do the rest.
Perhaps this could only happen in a digital world.
Martinw