Prior feedback: Bayesian tools for maximum likelihood estimation
A new method, called Prior Feedback, is proposed for the estimation of parameters of exponential families. Prior Feedback appears as an alternative algorithm for likelihood maximization. The method is based on iteration of Bayesian estimators by a series of priors. The convergence of the obtained estimator to the maximum likelihood estimator is proved when the precision of the starting prior tends to infinity. Estimates of parameters of gamma densities and parameters of a mixture of two normal distributions are examined. Estimates of parameters of logistic regression models are considered.
- Maximum Likelihood Estimation Under Order Restrictions by the Prior Feedback Method
- Estimation of a normal mixture model through Gibbs sampling and prior feedback
- Estimating Nonlinear Models by Maximum Likelihood for the Exponential Family
- The maximum likelihood prior
- Assessment of Prior Distributions based on Information Theory
- Estimation of a normal mixture model through Gibbs sampling and prior feedback
- Approximate maximum likelihood estimation using data-cloning ABC
- Maximum Likelihood Estimation Under Order Restrictions by the Prior Feedback Method
- The effective sample size
- Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning
- Modularized Bayesian analyses and cutting feedback in likelihood-free inference
- A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models
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