Alternating minimization algorithm with a probability generating function-based distance measure

• Main Authors: Rajakrishnan, Ranusha, Ong, Seng Huat, Ng, Choung Min
• Format: Article
• Published: Springer 2024
• Subjects: QA Mathematics
• Online Access: http://eprints.um.edu.my/45199/; https://doi.org/10.1007/s10665-024-10349-z

The Expectation Maximization (EM) algorithm, a popular method for maximum likelihood estimation of parameters, requires a complete data space and construction of a conditional expectation. For many statistical models, these may not be straightforward. This paper proposes a simpler Alternating Minimi...