Maximum likelihood
Gist
Given the data we have, what parameter best describe what we observe. One way to fit model.
Definition
Here, we have a likelihood function:
Where Theta is the parameter and Y is the given observations. This is also the same as the joint probability of the observations.
Note that we often work with the log likelihood as the product becomes a sum.
Usage
Be wary of using it for fitting incidence data
When I was fitting RSV, negative binomial penalty was weird because of the variacne
Normal distribution
If you assume that the data is normally distributed (see Distribution - Normal, this is like finding the Least squares
Derivation
Given a
Some advice
- Estimate on the unconstrained scale. Lot of the biological rates in the model such as in the SIR is positive. For example,
in the SIR model should be . Back transofrm at the end. - Return a large finite value on failure, not NA: If the ODE solver struggles at some parameter combination, 1e12 tells the optimizer to go the other way