Revision as of 15:22, 29 April 2014 by Park451 (Talk | contribs)


Maximum Likelihood Estimation (MLE): its properties and examples

A slecture by graduate student Keehwan Park

Loosely based on the ECE662 Spring 2014 lecture material of Prof. Mireille Boutin.



Part 1: Basic Setup


Part 2: Properties of MLE


Part 3: Examples of MLE (Analytically tractable cases)


Part 4: Summary of MLE and Numerical Optimization options



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Basic linear algebra uncovers and clarifies very important geometry and algebra.

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