Maximum feasibility estimation

Abstract

In a previous paper (Kim, 2019), an analytical framework based on the constraint satisfaction problems was proposed to reveal the characteristics of households using event logs from smart door lock systems. This work provides a more rigorous justification for the previous approach. This paper proposes a novel parameter estimation method called the maximum feasibility estimation (MFE). The MFE does not rely on any assumption about the parametric family of probability densities from which a random observation is drawn. Instead, we assume that constraints are imposed on observations and that some of the constraints are a function of a parameter of interest. The proposed estimator maximizes the feasible region, a set of all possible observations that satisfy those constraints. The method proposed is validated using synthetic data as well as real streaming event log data. (c) 2021 Elsevier Inc. All rights reserved.