Understanding 'Convex' & 'Concave' nature of functions
A closed-form solution of MLE exists when the parameter space is convex the likelihood function is concave.
I did not understand this statement very well. I know what 'Convex' is- a single global minimum 'Concave' is the opposite.
What does it mean when a parameter space is 'Convex'? Parameter space refers to the range of possible values a set of parameters can take. Do Convex Concave refer to the minimum maximum values of the parameter space?
Topic parameter-estimation
Category Data Science