کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
416264 681316 2006 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Efficient calculation of the NPMLE of a mixing distribution for mixtures of exponentials
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Efficient calculation of the NPMLE of a mixing distribution for mixtures of exponentials
چکیده انگلیسی

A crucial step in all gradient-based algorithms for calculating the nonparametric maximum likelihood estimator in mixture models is the global maximization of the gradient function. For example, in mixtures of exponentials, the methods usually proposed fail. Based on a discretization which is adapted to the data points, a method for maximizing the gradient is suggested. The method is implemented in different gradient-based algorithms; a comparison shows that on mixtures of exponentials, the ISDM algorithm introduced by Lesperance and Kalbfleisch is much faster than its competitors.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 50, Issue 5, 1 March 2006, Pages 1248–1271
نویسندگان
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