A primal-dual iterative algorithm for a maximum likelihood estimation problem

DOI10.1016/0167-9473(92)90060-SzbMath0937.62562MaRDI QIDQ2563617

Marc Teboulle, Alfredo Noel Iusem

Publication date: 31 August 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

entropyEM algorithmdualityconvex programmingmaximum likelihoodstatistical estimationBregman's algorithm

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items

Interval underrelaxed bregman's method with an application, A new smoothing-regularization approach for a maximum-likelihood estimation problem

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimization of Burg's entropy over linear constraints
• A relaxed version of Bregman's method for convex programming
• The role of duality in optimization problems involving entropy functionals with applications to information theory
• An iterative row-action method for interval convex programming
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Row-Action Methods for Huge and Sparse Systems and Their Applications
• Convergence analysis for a multiplicatively relaxed EM algorithm
• On Dual Convergence and the Rate of Primal Convergence of Bregman’s Convex Programming Method
• A Statistical Model for Positron Emission Tomography
• Convex Analysis