Nonlinear smoothing and the EM algorithm for positive integral equations of the first kind (Q1282152): Difference between revisions

The author studies a modification of the EMS algorithm in which each step of the EMS algorithm is preceded by a nonlinear smoothing step of the form \({\mathcal N}f= \exp(S*\log f)\), where \(S\) is the smoothing operator of the EMS algorithm. In the context of positive integral equations the resulting algorithm is related to a convex minimization problem which always admits a unique smooth solution, in contrast to the unmodified maximum likelihood setup. The new algorithm has slightly stronger monotonicity properties than the original EM algorithm. This suggests that the modified EMS algorithm is actually an EM algorithm for the modified problem. The author shows that the existence of a smooth solution to the modified maximum likelihood problem and the monotonicity together imply the strong convergence of the new algorithm. Some simulation results for the integral equation of stereology are also presented.