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A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming

Maximum likelihood estimation of mixture proportions has a long history, and continues to play an important role in modern statistics, including in development of nonparametric empirical Bayes methods. Maximum likelihood of mixture proportions has traditionally been solved using the expectation maxi...

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Detalhes bibliográficos
Publicado no:J Comput Graph Stat
Main Authors: Kim, Youngseok, Carbonetto, Peter, Stephens, Matthew, Anitescu, Mihai
Formato: Artigo
Idioma:Inglês
Publicado em: 2020
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7986967/
https://ncbi.nlm.nih.gov/pubmed/33762803
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10618600.2019.1689985
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