Estimating the parameters of hidden binomial trials by the EM algorithm | |
Zhu, Degang1,2 | |
刊名 | HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS |
2014-12 | |
卷号 | 43期号:5页码:885-890 |
关键词 | Maximum likelihood EM algorithm incomplete data hidden binomial trials identity |
ISSN号 | 1303-5010 |
英文摘要 | The EM algorithm has become a popular efficient iterative procedure to compute the maximum likelihood (ML) estimate in the presence of incomplete data. Each iteration of the EM algorithm involves two steps called expectation step (E-step) and maximization step (M-step). Complexity of statistical model usually makes the iteration of maximization step difficult. An identity on which the derivation of the EM algorithm is based is presented. It is showed that deriving iteration formula of parameter of hidden binomial trials based on the identity is much simpler than that in common M-step. |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | HACETTEPE UNIV, FAC SCI |
WOS记录号 | WOS:000347016500020 |
内容类型 | 期刊论文 |
源URL | [http://10.2.47.112/handle/2XS4QKH4/1653] |
专题 | 上海财经大学 |
通讯作者 | Zhu, Degang |
作者单位 | 1.Nanjing Forestry Univ, Dept Appl Math, Nanjing 210037, Jiangsu, Peoples R China 2.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China; |
推荐引用方式 GB/T 7714 | Zhu, Degang. Estimating the parameters of hidden binomial trials by the EM algorithm[J]. HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS,2014,43(5):885-890. |
APA | Zhu, Degang.(2014).Estimating the parameters of hidden binomial trials by the EM algorithm.HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS,43(5),885-890. |
MLA | Zhu, Degang."Estimating the parameters of hidden binomial trials by the EM algorithm".HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS 43.5(2014):885-890. |
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