The Geometry of Mixture Likelihoods: A General Theory

作者: Bruce G. Lindsay

DOI: 10.1214/AOS/1176346059

关键词: Distribution (mathematics)Parametric statisticsEstimatorExponential familyUniquenessMaximum likelihood sequence estimationMathematical optimizationExpectation–maximization algorithmConvex hullApplied mathematicsMathematics

摘要: … the maximum likelihood estimator of a mixing distribution are shown to be geometric properties … In this section the maximization problem is recast by means of differentiation into a more …

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