Modified Fisher scoring algorithms using Jacobi or Gauss-Seidel subiterations

zbMath0892.62026MaRDI QIDQ1389253

H. Malcolm Hudson, Jun Ma

Publication date: 14 June 1998

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihoodexponential familyFisher scoringmaximum penalized likelihoodGauss-Seidel subiterationsJacobi subiterations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Iterative numerical methods for linear systems (65F10) Probabilistic methods, stochastic differential equations (65C99)

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Algorithms for non-negatively constrained maximum penalized likelihood reconstruction in tomographic imaging ⋮ On asymptotic convergence of the block-iterative Fisher scoring algorithm

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