Lecture

Consistency of Maximum Likelihood Estimation

Description

This lecture delves into the concept of consistency in maximum likelihood estimation (MLE). The instructor explores the mathematical reasoning behind the sensible estimators provided by likelihood and the guarantees they offer. By examining entropy and Kullback-Leibler divergence, the lecture aims to answer questions about the MLE's consistency and its approach to reasonable Mean Squared Error (MSE) performance.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.