dc.contributor.author |
Wang, Yong |
en |
dc.date.accessioned |
2012-03-14T19:15:47Z |
en |
dc.date.issued |
2007 |
en |
dc.identifier.citation |
Journal of the Royal Statistical Society. Series B: Statistical Methodology 69(2):185-198 2007 |
en |
dc.identifier.issn |
1369-7412 |
en |
dc.identifier.uri |
http://hdl.handle.net/2292/14340 |
en |
dc.description.abstract |
A fast algorithm for computing the non-parametric maximum likelihood estimate of a mixing distribution is presented. At each iteration, the algorithm adds new important points to the support set as guided by the gradient function, updates all mixing proportions via a quadratically convergent method and discards redundant support points straightaway. With its convergence being theoretically established, numerical studies show that it is very fast and stable, compared with several other algorithms that are available in the literature. |
en |
dc.language |
EN |
en |
dc.publisher |
Royal Statistical Society |
en |
dc.relation.ispartofseries |
Journal of the Royal Statistical Society Series B: Statistical Methodology |
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dc.rights |
Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher. Details obtained from:
http://www.sherpa.ac.uk/romeo/issn/1369-7412/ |
en |
dc.rights.uri |
https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm |
en |
dc.subject |
constrained optimization |
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dc.subject |
mixture models |
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dc.subject |
mon-parametric maximum likelihood computation |
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dc.subject |
quadratic approximation |
en |
dc.subject |
vertex direction method |
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dc.subject |
vertex exchange method |
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dc.subject |
SEMIPARAMETRIC MIXTURE-MODELS |
en |
dc.subject |
COMPOUND POISSON-PROCESS |
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dc.subject |
OPTIMAL DESIGNS |
en |
dc.subject |
ALGORITHM |
en |
dc.title |
On fast computation of the non-parametric maximum likelihood estimate of a mixing distribution |
en |
dc.type |
Journal Article |
en |
dc.identifier.doi |
10.1111/j.1467-9868.2007.00583.x |
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pubs.issue |
2 |
en |
pubs.begin-page |
185 |
en |
pubs.volume |
69 |
en |
dc.rights.holder |
Copyright: Royal Statistical Society |
en |
pubs.end-page |
198 |
en |
dc.rights.accessrights |
http://purl.org/eprint/accessRights/RestrictedAccess |
en |
pubs.subtype |
Article |
en |
pubs.elements-id |
78417 |
en |
pubs.org-id |
Science |
en |
pubs.org-id |
Statistics |
en |
pubs.record-created-at-source-date |
2010-09-01 |
en |