finite_mle

std.stats.finite_mle · Level L2

The maximum-likelihood estimator on a finite parametric model, one law P_θ per row: for every possible sample x, the likelihood θ ↦ P_θ(x) is maximized over all θ, and the estimate is the first θ attaining it, a fixed tie order that does not depend on the unknown θ. Also the maximal likelihood, whether there is a tie, and whether every likelihood is 0 there. The MLE maximizes the likelihood, not a posterior; it need not be unique, unbiased or consistent.

θ̂(x) = argmax_θ P_θ(x)

Signature

finite_mle(P: f64[r, n]) → f64[n], f64[n], f64[n], f64[n]

Structure

The function as NOVA stores it: one box per input, operation and output, and arrows that carry values. A double border marks another library function this one runs — called once, or by Scan once per element; select it to open that function.

Pf64[r, n]ReduceMaxlikelihoodArgMaxtheta_hat0.0EqualtopEqualall_zeroReduceSumcount1.0Greatertielikelihoodf64[n]tief64[n]theta_hatf64[n]all_zerof64[n]
  • input
  • operation
  • constant
  • call
  • output

Verification

  • Signature proven by NOVA’s shape solver, for every size.
  • Equal to the reference the first largest entry of each column, its value, ties and zeros in exact rational arithmetic, on all 40 test cases.
  • All 564 float64 results are exact: the error is zero.
  • Interpreter and NumPy backend return bit-identical results.
  • At float32 too: the 40 test cases rounded to float32, and 40 of them exact, with zero error.
Accuracy in detail
correctly rounded (the float64 nearest the exact value)
100%
bit-equal to the NumPy formula in float64
100%
largest error, in units in the last place
0

Identity

Calls
—
Called by
—
sha256:8f0ad5297bac34a204319d7ae60286934cea98aec58e16334ded4da42c3d2fe4

The semantic hash of the graph. It changes when the program changes, and never when only its documentation does.

Control handle

Symbol
Ω:std.stats.finite_mle · Ω:finite_mle
Pins
sha256:928c33b38922a66b2afb54c72e904772981c850978f8bce53d2091b2a25bf726this graph alone
Evidence
sha256:e30f4f00765efe9d4dc74c556824660974867c157555bf0f4ef783dddb06ea4dthe hash of its verification record
Needs
no capability: a pure function

Through NOVA’s control layer, the symbol launches this function only while the program still matches what it pins: a change to this graph, or to any graph it reaches, needs a migration first.

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