Computing Maximum Likelihood Estimators of Convex Density Functions

DOI10.1137/S1064827595286578zbMath0909.90246OpenAlexW1974502814MaRDI QIDQ4389265

Tamás Terlaky, Jean-Philippe Vial

Publication date: 12 May 1998

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1064827595286578

zbMATH Keywords

maximum likelihood estimationprimal-dual methodinterior point methodlogarithmic barrier methodconvex estimation

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Linear programming (90C05)

Related Items

Convex approximations in stochastic programming by semidefinite programming, Inference and modeling with log-concave distributions, An active set algorithm to estimate parameters in generalized linear models with ordered predictors, Computing maximum likelihood estimators of a log-concave density function, Interior-point algorithms for a generalization of linear programming and weighted centring

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