Bayesian Estimators for Robins-Ritov's Problem

Harmeling, S; Touissant, M

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Bayesian Estimators for Robins-Ritov's Problem

Harmeling, S., & Touissant, M.(2007). Bayesian Estimators for Robins-Ritov's Problem (EDI-INF-RR-1189). Edinburgh, UK: School of Informatics, University of Edinburgh.

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Item Permalink: https://hdl.handle.net/11858/00-001M-0000-0013-CB97-8 Version Permalink: https://hdl.handle.net/21.11116/0000-0003-ED2D-1

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Harmeling, S¹, Author
Touissant, M, Author

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Abstract: Bayesian or likelihood-based approaches to data analysis became very popular in the field of Machine Learning. However, there exist theoretical results which question the general applicability of such approaches; among those a result by Robins and Ritov which introduce a specific example for
which they prove that a likelihood-based estimator will fail (i.e. it does for certain cases not converge to a true parameter estimate, even given infinite data). In this paper we consider various approaches to
formulate likelihood-based estimators in this example, basically by considering various extensions of the presumed generative model of the data. We can derive estimators which are very similar to the classical
Horvitz-Thompson and which also account for a priori knowledge of an observation probability function.

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Dates: Date issued: 2007-10

Publication Status: Issued

Pages: 12

Publishing info: Edinburgh, UK : School of Informatics, University of Edinburgh

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Identifiers: Report Nr.: EDI-INF-RR-1189
BibTex Citekey: 6326

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