凸约束广义线性模型参数MLE估计的收敛性研究

下载PDF

导出

摘要文章针对评估过程中建立的凸约束广义线性回归模型,研究了利用EM算法作出的模型参数的极大似然估计(MLE)的收敛性,为该模型的深入研究打下了基础。

作者钟绍军童恒庆

机构地区咸宁学院数学与统计学院武汉理工大学数学与统计学院

出处《统计与决策》 CSSCI 北大核心 2012年第4期22-24,共3页 Statistics & Decision

基金咸宁学院青年科研基金资助项目(KY0868)

关键词广义线性回归模型 EM算法收敛性

参考文献4

1Tong Hengqing. Evaluation Model and Its Iterative Algorithm by Alternating Projection[J].Mathematical and Computer Modelling,1993,18(8).
2Hengqing Tong,Shaojun Zhong,Tianzheng Liu,Yanfang, Deng.Biostatistics Algorithm: Evaluation Model with Convex Constraint and Its Parameters Estimates[C].The 1st International Conference on Bioinformatics and Biomedical Engineering, 2007.
3童恒庆,余超,赵旭杰.凸约束广义线性回归模型的参数估计及算法[J].应用数学,2008,21(4):635-639. 被引量：5
4Dempster, A,P., Laird, N.M., Rubm, D.B.Maximum Likelihood from Incomplete Data Via the EM Algorithm(with Discussion)[J].Joumal of the Royal Statistical Society,Series B, 1977, (39).

1Dempster A,Laird N,Rubin D. Maximum likelihood estimation from incomplete data via EM algorithm [J]. J. Royal Statistcal Society Series B, 1997,39 : 1-38.
2Moon T K. The expectation-maximization algorithm[J]. IEEE Signal Processing Magazine, 1996,11 (1): 47.
3Shi N Z,Zheng S R,Guo J H. The restricted EM algorithm under inequality restrictions on the parameters[J]. Journal of Multivariate Analysis, 2005,92:53 -76.
4Tong Hengqing. Evaluation model and its iterative algorithm by alternating projection[J]. Mathematical and Computer Modelling, 1993,18(8) : 55-60.
5Rao C R, Toutenburg H. Linear Model : Least Squares and Alternatives[M]. Berlin: Springer, 2005.
6Waterman M S. A restricted least squares problem[J]. Technometrics, 1974,16:135-136.
7Fang Kaitai, The Regression model with linear constraint and nonnegative regression coefficients, Computational Mathematics, 1985,7 (3): 237-246.
8杨自强.广义最小二乘模型的应用.科学通报,1982,7(4):389-392.
9Tong Hengqing,The generalized ridge estimate of parameters in variance component model,Communications in Statistics,2002,31(1) : 119-128.

统计与决策

2012年第4期

内容加载中请稍等...