A Correction of Pseudo Log-Likelihood Method
<|reference_start|>A Correction of Pseudo Log-Likelihood Method: Pseudo log-likelihood is a type of maximum likelihood estimation (MLE) method used in various fields including contextual bandits, influence maximization of social networks, and causal bandits. However, in previous literature \citep{li2017provably, zhang2022online, xiong2022combinatorial, feng2023combinatorial1, feng2023combinatorial2}, the log-likelihood function may not be bounded, which may result in the algorithm they proposed not well-defined. In this paper, we give a counterexample that the maximum pseudo log-likelihood estimation fails and then provide a solution to correct the algorithms in \citep{li2017provably, zhang2022online, xiong2022combinatorial, feng2023combinatorial1, feng2023combinatorial2}.<|reference_end|>
@article{feng2024a,
    title={A Correction of Pseudo Log-Likelihood Method},
    author={Shi Feng, Nuoya Xiong, Zhijie Zhang, Wei Chen},
    journal={arXiv preprint arXiv:2403.18127},
    year={2024},
    archivePrefix={arXiv},
    eprint={2403.18127},
    primaryClass={cs.LG math.ST stat.ML stat.TH}
}