Abstract:We consider the classical problem of missing-mass estimation, which deals with estimating the total probability of unseen elements in a sample. The missing-mass estimation problem has various applications in machine learning, statistics, language processing, ecology, sensor networks, and others. The naive, constrained maximum likelihood (CML) estimator is inappropriate for this problem since it tends to overestimate the probability of the observed elements. Similarly, the conventional constrained Cramér-Rao bo… Show more
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