Estimating restricted normal means using the EM-type algorithms and IBF sampling

MaRDI QIDQ3369433zbMATH OpenFDO

Authors Ming Tan, Guo-Liang Tian, Hong-Bin Fang

Publication date 13 February 2006

zbMATH Keywords

inverse Bayes formula sampling

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Parametric inference under constraints (62F30)

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Cited in

(3)

• EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions
• Use of EM algorithm for data reduction under sparsity assumption
• Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression

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Uses Software

• AS 257

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