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Targeted maximum likelihood estimation

  • US 8,438,126 B2
  • Filed: 10/04/2007
  • Issued: 05/07/2013
  • Est. Priority Date: 07/13/2007
  • Status: Active Grant
First Claim
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1. A method for obtaining an estimator comprising:

  • determining data;

    determining an initial estimator descriptive of a first distribution of the data;

    determining a target feature pertaining to the data; and

    selectively modifying the initial estimator based on the target feature to determine a modified estimator, the modified estimator providing a second distribution of the data, wherein selectively modifying includes iteratively updating the modified estimator by using a previously determined modified estimator to provide the initial estimator for a subsequent iteration.

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