On EM algorithms and their proximal generalizations

DOI10.1051/ps:2007041zbMath1187.65006arXiv1201.5912OpenAlexW2171208486MaRDI QIDQ5190287

Alfred O. III Hero, Stéphane Chrétien

Publication date: 15 March 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.5912

zbMATH Keywords

proximal point algorithmsproximal point algorithmcompeting risks modelsmaximum likelihood estimation (MLE)expectation and maximization (EM) algorithmKarush-Kuhn-Tucker conditionmixture densities

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items

Analysis of a generalised expectation–maximisation algorithm for Gaussian mixture models: a control systems perspective ⋮ Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty ⋮ Multivariate Myriad Filters Based on Parameter Estimation of Student-$t$ Distributions ⋮ Likelihood-based analysis in mixture global vars ⋮ Majorization-minimization algorithms for nonsmoothly penalized objective functions ⋮ Sparse mixture models inspired by ANOVA decompositions ⋮ PCA reduced Gaussian mixture models with applications in superresolution ⋮ On the curved exponential family in the Stochastic Approximation Expectation Maximization Algorithm

Uses Software

• ACSSCode

Cites Work

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