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Data-adaptive Shrinkage via the Hyperpenalized EM Algorithm

We propose an extension of the expectation-maximization (EM) algorithm, called the hyperpenalized EM (HEM) algorithm, that maximizes a penalized log-likelihood, for which some data are missing or unavailable, using a data-adaptive estimate of the penalty parameter. This is potentially useful in appl...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Cyhoeddwyd yn:Stat Biosci
Prif Awduron: Boonstra, Philip S., Taylor, Jeremy M. G., Mukherjee, Bhramar
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: 2015
Pynciau:
Mynediad Ar-lein:https://ncbi.nlm.nih.gov/pmc/articles/PMC4728141/
https://ncbi.nlm.nih.gov/pubmed/26834856
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s12561-015-9132-x
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