基于完整数据和删失数据的对数凹密度主动集算法与 EM 算法
统计方法学
2011-03-21 v4 统计计算
摘要
我们开发了一种主动集算法，用于基于完整数据的对数凹密度的最大似然估计。在此快速算法的基础上，我们提出了一种 EM 算法，以处理任意删失或分箱数据。
引用
@article{arxiv.0707.4643,
title = {Active Set and EM Algorithms for Log-Concave Densities Based on Complete and Censored Data},
author = {Lutz Duembgen and Andre Huesler and Kaspar Rufibach},
journal= {arXiv preprint arXiv:0707.4643},
year = {2011}
}
评论
Changes in versions 3-4: Updated references, corrections of minor errors, shortened section on EM algorithm (which will be treated in more detail in a separate paper)