Problem 84: Efficient Profile Maximum Likelihood Computation
Suggested by | Alon Orlitsky |
---|---|
Source | FOCS 2017 |
Short link | https://sublinear.info/84 |
Given a sequence of samples $\mathbf{s}=(s_1,\dots,s_n)\in\mathbb{N}^n$, the sequence maximum likelihood estimator is the probability distribution over $\mathbb{N}$ which maximizes the probability of this sequence, i.e. $$ p^{\rm SML} \stackrel{\rm def}{=} \arg\!\!\!\max_{p\in\Delta(\mathbb{N})} p^{\otimes n}(\mathbf{s}) =\arg\!\!\!\max_{p\in\Delta(\mathbb{N})} \prod_{i=1}^n p(s_i)\,. $$ It is not hard to show that the SML corresponds to the empirical distribution obtained from $(s_1,\dots,s_n)$.
In contrast, the profile maximum likelihood estimator is the estimator which, given $\mathbf{s}$, only considers the profile $\Phi(\mathbf{s})$ defined as the multi-set of counts: e.g., $$ \Phi((c,a,b,b,c,d)) = \Phi((b,a, d,c,b,c)) = \{1,2,2,1\} $$ and maximizes the likelihood of getting the profile $\Phi(\mathbf{s})$: $$ p^{\rm PML} \stackrel{\rm def}{=} \arg\!\!\!\max_{p\in\Delta(\mathbb{N})} \sum_{\mathbf{s'}: \Phi(\mathbf{s'})=\Phi(\mathbf{s})} p^{\otimes n}(\mathbf{s'})\,. $$ The PML is particularly well-suited to dealing with symmetric properties and functionals of distributions (i.e., those invariant by relabeling of the domain), as shown in [AcharyaDOS-17]. However, from a computational point of view, it is unclear whether one can compute it efficiently.
Is there a polynomial- (or even strongly subexponential)-time algorithm to compute the PML? To (additively) approximate it?