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Probability Estimation in the Rare-Events Regime

机译:稀有事件状态下的概率估计

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摘要

We address the problem of estimating the probability of an observed string that is drawn i.i.d. from an unknown distribution. Motivated by models of natural language, we consider the regime in which the length of the observed string and the size of the underlying alphabet are comparably large. In this regime, the maximum likelihood distribution tends to overestimate the probability of the observed letters, so the Good–Turing probability estimator is typically used instead. We show that when used to estimate the sequence probability, the Good–Turing estimator is not consistent in this regime. We then introduce a novel sequence probability estimator that is consistent. This estimator also yields consistent estimators for other quantities of interest and a consistent universal classifier.
机译:我们解决了估计i.i.d绘制的观察到的字符串的概率的问题。来自未知的分布。在自然语言模型的激励下,我们考虑了所观察到的字符串的长度和基础字母的大小相对较大的体制。在这种情况下,最大似然分布往往会高估观察到的字母的概率,因此通常改用Good-Turing概率估计器。我们表明,当用来估计序列概率时,Good-Turing估计量在这种情况下是不一致的。然后,我们介绍一种新颖的序列概率估计器,该估计器是一致的。该估计器还针对其他感兴趣的量产生一致的估计器,并产生一致的通用分类器。

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