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MM Algorithms for Some Discrete Multivariate Distributions

The MM (minorization–maximization) principle is a versatile tool for constructing optimization algorithms. Every EM algorithm is an MM algorithm but not vice versa. This article derives MM algorithms for maximum likelihood estimation with discrete multivariate distributions such as the Dirichlet-mul...

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Main Authors: Zhou, Hua, Lange, Kenneth
Format: Artigo
Jezik:Inglês
Izdano: 2010
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC2945396/
https://ncbi.nlm.nih.gov/pubmed/20877446
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/jcgs.2010.09014
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