Mixture Densities, Maximum Likelihood and the EM Algorithm

DOI10.1137/1026034zbMath0536.62021OpenAlexW1981367467MaRDI QIDQ3321233

Homer F. Walker, Richard A. Redner

Publication date: 1984

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1026034

zbMATH Keywords

EM algorithmcondition numberHessianFisher information matrixexponential classmixturesmultivariate normal distributionsbinomialPoissonreview papermaximum-likelihood estimationstrongly consistent estimatesiterative proceduresmethod of scoringsampling schemesvariants of Newton's methodincomplete data problemslocal maximization

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Numerical computation of solutions to systems of equations (65H10) Algorithms for approximation of functions (65D15) Probabilistic methods, stochastic differential equations (65C99)

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