Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions
DOI10.1016/J.CSDA.2018.01.006zbMATH Open1469.62061OpenAlexW2790225006MaRDI QIDQ1662317FDOQ1662317
Authors: Long Feng, Lee H. Dicker
Publication date: 17 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2018.01.006
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Cites Work
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- Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
- Asymptotic theory of statistics and probability
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- Nonparametric multivariate density estimation using mixtures
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- In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
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- Continuous blood glucose monitoring: a Bayes-Hidden Markov approach
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- On a Problem of Robbins
Cited In (16)
- Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies
- A Regression Modeling Approach to Structured Shrinkage Estimation
- A nonparametric empirical Bayes approach to large-scale multivariate regression
- Uniform consistency in nonparametric mixture models
- An operator theoretic approach to nonparametric mixture models
- Nonparametric estimation of convex models via mixtures
- On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
- A Compound Decision Approach to Covariance Matrix Estimation
- Maximum likelihood estimation for simplex distribution nonlinear mixed models via the stochastic approximation algorithm
- Simultaneous estimation of normal means with side information
- Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data
- Improved nonparametric penalized maximum likelihood estimation for arbitrarily censored survival data
- A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming
- High-dimensional linear discriminant analysis using nonparametric methods
- Likelihood Maximization and Moment Matching in Low <scp>SNR</scp> Gaussian Mixture Models
- An exponential partial prior for improving nonparametric maximum likelihood estimation in mixture models
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