Non-Bayesian Parametric Missing-Mass Estimation

نویسندگان

چکیده

We consider the classical problem of missing-mass estimation, which deals with estimating total probability unseen elements in a sample. The estimation has various applications machine learning, statistics, language processing, ecology, sensor networks, and others. naive, constrained maximum likelihood (CML) estimator is inappropriate for this since it tends to overestimate observed elements. Similarly, conventional Cramer-Rao bound (CCRB), lower on mean-squared-error (MSE) unbiased estimators, does not provide relevant performance problem. In paper, we introduce frequentist, non-Bayesian parametric model estimation. concept unbiasedness by using Lehmann definition. derive CCRB-type MSE (mmMSE), named CCRB (mmCCRB), based unbiasedness. proposed mmCCRB can be used evaluate existing estimators. Based new mmCCRB, propose method improve estimators an iterative Fisher scoring method. Finally, demonstrate via numerical simulations that valid informative mmMSE state-of-the-art problem: CML, Good-Turing, Laplace also show improved Fisher-scoring

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ژورنال

عنوان ژورنال: IEEE Transactions on Signal Processing

سال: 2022

ISSN: ['1053-587X', '1941-0476']

DOI: https://doi.org/10.1109/tsp.2022.3186176