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Maximum likelihood estimation under a covariance constraint for predictive modeling
Maximum likelihood estimation under a covariance constraint for predictive modeling
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机译：协方差约束下用于预测建模的最大似然估计
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摘要
Embodiments employ a maximum likelihood estimation (MLE) under a covariance matrix floor constraint to predict missing data from observed data. An MLE solution is obtained for approximately Gaussian distributions under the constraint that the covariance matrix is greater than or equal to a positive-definite matrix. In one embodiment, an offline model estimation is performed using an expectation-maximization (EM) approach to estimate various statistical parameters based on observed data. Then, in an online approach, parameters for various missing CTR data may be predicted based on the offline estimated statistical parameters. A non-limiting, non-exhaustive example using the constrained MLE approach is described for predicting missing click-through rate data useable in selecting an advertisement to display with a search query result.
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