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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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Zhou, Hua, Lange, Kenneth
Format: Artigo
Sprache:Inglês
Veröffentlicht: 2010
Schlagworte:
Online Zugang: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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