Order independence and factor convergence in iterative scaling

DOI10.1016/0024-3795(93)90218-DMaRDI QIDQ686367zbMATH OpenFDO

Authors Jack Brown, Phillip J. Chase, Arthur O. Pittenger

Publication date 13 October 1993

Published in Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

convergence of iterative scalingfactor convergenceiterative scalingorder independence

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Foundations of probability theory (60A99)

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Cited in

(10)

• Doubly stochastic normalization of the Gaussian kernel is robust to heteroskedastic noise
• Limit points of the iterative scaling procedure
• Unified generalized iterative scaling and its applications
• Successive standardization of rectangular arrays
• Classical iterative proportional scaling of log-linear models with rational maximum likelihood estimator
• Biproportional scaling of matrices and the iterative proportional fitting procedure
• Jack Brown -- in memoriam
• Accumulation points of the iterative proportional fitting procedure
• Continuity of \(f\)-projections and applications to the iterative proportional fitting procedure
• Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices

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