With the maximum likelihood estimate are we guaranteed to find a global Optima ?

Spread the Knowledge

Maximum likelihood estimate finds that value of parameters that maximize the likelihood. If the likelihood is strictly concave(or negative of likelihood is strictly convex), we are guaranteed to find a unique optimum. This is usually not the case and we end up finding a local optima.

Hence, the Maximum likelihood estimate usually finds a local Minima.


Spread the Knowledge

Leave a Reply

Your email address will not be published. Required fields are marked *