A new inequality for maximum likelihood estimation in statistical models with latent variables
Statistics Theory
2019-12-10 v1 Methodology
Statistics Theory
Abstract
Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds under very general conditions. It is related to the EM algorithm and has a clear potential for being used in a similar fashion.
Cite
@article{arxiv.1912.04011,
title = {A new inequality for maximum likelihood estimation in statistical models with latent variables},
author = {Niels Lundtorp Olsen},
journal= {arXiv preprint arXiv:1912.04011},
year = {2019}
}
Comments
4 pages