Deriving MLE for a General Multinomial Model: Likelihood
1 point possible (graded)
In the following problems, we will derive the maximum likelihood estimates for a multinomial model with more than 2 parameters. We will employ the method of lagrange multipliers for the optimization problem.
Let the document \( D \) be a sequence of words \( w_{1}, \ldots, w_{n} \) from a collection \( W \) consisting of \( N \) words. For simplicity, we assume that \( w_{i} \) 's are independent, and that the probability of a word \( w \) is given by the parameter \( \theta_{w} \), and denote by \( \theta=\left\{\theta_{w}\right\}_{w \in W} \).
Let \( P(D \mid \theta) \) be the probability of \( D \) being generated by the simple model described above.
Find \( P(D \mid \theta) \).
\( P(D \mid \theta)=\sum_{w \in W} \theta_{w}^{\operatorname{count}(w)} \)
\( P(D \mid \theta)=\prod_{w \in W} \theta_{w}^{\operatorname{count}(w)} \)
\( P(D \mid \theta)=\prod_{w \in W} \operatorname{count}(w)^{\theta_{w}} \)
\( P(D \mid \theta)=\prod_{w \in W} \theta_{w}+\operatorname{count}(w) \)