发明名称 Targeted maximum likelihood estimation
摘要 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 (epsilon) causes the initial estimator to fluctuate or change as a function of the parameter. The fluctuation function is chosen so that when the parameter epsilon 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.
申请公布号 US8438126(B2) 申请公布日期 2013.05.07
申请号 US20070867364 申请日期 2007.10.04
申请人 VAN DER LAAN MARK;THE REGENTS OF THE UNIVERSITY OF CALIFORNIA 发明人 VAN DER LAAN MARK
分类号 G06F17/00;G06N5/02 主分类号 G06F17/00
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