Unknown

Dataset Information

0

A data augmentation approach for a class of statistical inference problems.


ABSTRACT: We present an algorithm for a class of statistical inference problems. The main idea is to reformulate the inference problem as an optimization procedure, based on the generation of surrogate (auxiliary) functions. This approach is motivated by the MM algorithm, combined with the systematic and iterative structure of the Expectation-Maximization algorithm. The resulting algorithm can deal with hidden variables in Maximum Likelihood and Maximum a Posteriori estimation problems, Instrumental Variables, Regularized Optimization and Constrained Optimization problems. The advantage of the proposed algorithm is to provide a systematic procedure to build surrogate functions for a class of problems where hidden variables are usually involved. Numerical examples show the benefits of the proposed approach.

SUBMITTER: Carvajal R 

PROVIDER: S-EPMC6287833 | biostudies-literature | 2018

REPOSITORIES: biostudies-literature

altmetric image

Publications

A data augmentation approach for a class of statistical inference problems.

Carvajal Rodrigo R   Orellana Rafael R   Katselis Dimitrios D   Escárate Pedro P   Agüero Juan Carlos JC  

PloS one 20181210 12


We present an algorithm for a class of statistical inference problems. The main idea is to reformulate the inference problem as an optimization procedure, based on the generation of surrogate (auxiliary) functions. This approach is motivated by the MM algorithm, combined with the systematic and iterative structure of the Expectation-Maximization algorithm. The resulting algorithm can deal with hidden variables in Maximum Likelihood and Maximum a Posteriori estimation problems, Instrumental Varia  ...[more]

Similar Datasets

| S-EPMC4428829 | biostudies-literature
| S-EPMC6172228 | biostudies-other
| S-EPMC3114728 | biostudies-literature
| S-EPMC8364197 | biostudies-literature
| S-EPMC3316596 | biostudies-literature
| S-EPMC5179229 | biostudies-literature
| S-EPMC9460715 | biostudies-literature
| S-EPMC8211129 | biostudies-literature
| S-EPMC7065881 | biostudies-literature
| S-EPMC11300732 | biostudies-literature