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キーワード:
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要旨:
Bayesian or likelihood-based approaches to data analysis became very popular in the 64257;eld
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 speci64257;c 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 in64257;nite 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.
