The support reduction algorithm for computing non-parametric function estimates in mixture models

被引：46

作者：

Groeneboom, Piet ^{[1
]}

Jongbloed, Geurt ^{[1
]}

Wellner, Jon A. ^{[2
]}

机构：

[1] Delft Univ Technol, Delft Inst Appl Math, NL-2628 CD Delft, Netherlands

[2] Univ Washington, Dept Stat, Seattle, WA 98195 USA

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 2008年 / 35卷 / 03期

关键词：

active set; Aspect problem; convex regression; vertex direction method;

D O I：

10.1111/j.1467-9469.2007.00588.x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we study an algorithm (which we call the support reduction algorithm) that can be used to compute non-parametric M-estimators in mixture models. The algorithm is compared with natural competitors in the context of convex regression and the 'Aspect problem' in quantum physics.

引用

页码：385 / 399

页数：15

共 28 条

[1] EXPERIMENTAL TEST OF BELL INEQUALITIES USING TIME-VARYING ANALYZERS [J].

ASPECT, A ;

DALIBARD, J ;

ROGER, G .

PHYSICAL REVIEW LETTERS, 1982, 49 (25) :1804-1807

[2] Estimating a convex function in nonparametric regression [J].

Birke, Melanie ;

Dette, Holger .

SCANDINAVIAN JOURNAL OF STATISTICS, 2007, 34 (02) :384-404

[3] CONVERGENCE OF SIMAR ALGORITHM FOR FINDING THE MAXIMUM-LIKELIHOOD ESTIMATE OF A COMPOUND POISSON-PROCESS [J].

BOHNING, D .

ANNALS OF STATISTICS, 1982, 10 (03) :1006-1008

[4] A REVIEW OF RELIABLE MAXIMUM-LIKELIHOOD ALGORITHMS FOR SEMIPARAMETRIC MIXTURE-MODELS [J].

BOHNING, D .

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1995, 47 (1-2) :5-28

[5]

Bohning D., 1986, METRIKA, V33, P337, DOI DOI 10.1007/BF01894766

[6] PROPOSED EXPERIMENT TO TEST LOCAL HIDDEN-VARIABLE THEORIES [J].

CLAUSER, JF ;

HORNE, MA ;

SHIMONY, A ;

HOLT, RA .

PHYSICAL REVIEW LETTERS, 1969, 23 (15) :880-&

[7] MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM [J].

DEMPSTER, AP ;

LAIRD, NM ;

RUBIN, DB .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (01) :1-38

[8]

DUMBGEN L, 2007, ARXIV07074643

[9]

Groeneboom P, 2001, ANN STAT, V29, P1653

[10]

Groeneboom P, 2001, ANN STAT, V29, P1620

← 1 2 3 →