Modified Fisher scoring algorithms using Jacobi or Gauss-Seidel subiterations

zbMATH Open0892.62026MaRDI QIDQ1389253FDOQ1389253

Authors: Jun Ma, Malcolm Hudson 

Publication date: 14 June 1998

Published in: Computational Statistics (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihoodFisher scoringexponential familymaximum penalized likelihoodGauss-Seidel subiterationsJacobi subiterations

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99) Estimation in multivariate analysis (62H12) Iterative numerical methods for linear systems (65F10)

Cited In (3)

• On asymptotic convergence of the block-iterative Fisher scoring algorithm
• Algorithms for non-negatively constrained maximum penalized likelihood reconstruction in tomographic imaging
• Gram-Schmidt-Fisher scoring algorithm for parameter orthogonalization in MLE

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