A parallel implementation for parameter estimation with implicit models

DOI10.1007/BF02023170MaRDI QIDQ2368091zbMATH OpenFDO

Authors Lorenz T. Biegler, Iauw-Bhieng Tjoa

Publication date 23 August 1993

Published in Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

algorithmsparameter estimationmaximum likelihoodleast squaresmatrix decompositiondata regressionvon Neumann architecturesnonlinear programming methodsquadratic programming factorizationquasi-Newton updating

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Quadratic programming (90C20)

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Cites work

• A Bayesian Study of the Error-in-Variables Model
• The Estimation of Parameters in Nonlinear, Implicit Models

Cited in

(5)

• Parallel restricted maximum likelihood estimation for linear models with a dense exogenous matrix
• scientific article; zbMATH DE number 3918182 (Why is no real title available?)
• A fast lattice algorithm for PARCOR parameter estimation based on an approximate likelihood
• The block regularised parameter estimator and its parallelisation
• A parallel solver for generalised additive models

Describes a project that uses

Uses Software

• MINOS

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