Evidential-EM algorithm applied to progressively censored observations

From MaRDI portal



Abstract: Evidential-EM (E2M) algorithm is an effective approach for computing maximum likelihood estimations under finite mixture models, especially when there is uncertain information about data. In this paper we present an extension of the E2M method in a particular case of incom-plete data, where the loss of information is due to both mixture models and censored observations. The prior uncertain information is expressed by belief functions, while the pseudo-likelihood function is derived based on imprecise observations and prior knowledge. Then E2M method is evoked to maximize the generalized likelihood function to obtain the optimal estimation of parameters. Numerical examples show that the proposed method could effectively integrate the uncertain prior infor-mation with the current imprecise knowledge conveyed by the observed data.











This page was built for publication: Evidential-EM algorithm applied to progressively censored observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5227377)