A Maximum Likelihood Approach to Density Estimation with Semidefinite Programming

DOI10.1162/NECO.2006.18.11.2777MaRDI QIDQ3413092zbMATH OpenOpenAlexWikidataFDO

Authors Tadayoshi Fushiki, Shingo Horiuchi, Takashi Tsuchiya

Publication date 3 January 2007

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/neco.2006.18.11.2777

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Pattern recognition, speech recognition (68T10)

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Cites work

• 10.1162/153244303321897726
• A new look at the statistical model identification
• Determinant Maximization with Linear Matrix Inequality Constraints
• Implementation and evaluation of SDPA 6.0 (Semidefinite Programming Algorithm 6.0)
• Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
• Nonparametric Roughness Penalties for Probability Densities
• Nonparametric density estimation with a parametric start
• Primal-dual path-following algorithms for determinant maximization problems with linear matrix inequalities
• Semidefinite Programming
• Solving semidefinite-quadratic-linear programs using SDPT3
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

Cited in

(7)

• Maximizing leave-one-out likelihood for the location parameter of unbounded densities
• Semidefinite programming for approximate maximum likelihood sinusoidal parameter estimation
• Complexity of the primal–dual path-following algorithms for the weighted determinant maximization problems with linear matrix inequalities in the narrow neighbourhood
• Estimation of exponential-polynomial distribution by holonomic gradient descent
• Efficient global maximum likelihood estimation through kernel methods
• Modeling probability densities with sums of exponentials via polynomial approximation
• Estimating arrival rate of nonhomogeneous Poisson processes with semidefinite programming

Describes a project that uses

Uses Software

• SDPT3
• SDPA

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