A PRIMAL-DUAL ITERATIVE ALGORITHM FOR A MAXIMUM-LIKELIHOOD-ESTIMATION PROBLEM

被引：2

作者：

IUSEM, AN

TEBOULLE, M

机构：

[1] INST MATEMATICA PURA & APLICADA,RIO JANEIRO,BRAZIL

[2] UNIV MARYLAND,DEPT MATH & STAT,CATONSVILLE,MD 21228

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1992年 / 14卷 / 04期

基金：

美国国家科学基金会;

关键词：

BREGMAN ALGORITHM; CONVEX PROGRAMMING; DUALITY; ENTROPY; EM-ALGORITHM; MAXIMUM LIKELIHOOD; STATISTICAL ESTIMATION;

D O I：

10.1016/0167-9473(92)90060-S

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The duality between maximum likelihood and entropy maximization problems is used to provide a primal-dual method for solving a maximum likelihood estimation problem arising from Positron Emission Tomography. We prove convergence of our algorithm from the fact that the sequence it generates can be seen as the dual sequence produced by the hybrid version of Bregman's method when applied to a linearly constrained convex program with a Burg's entropy type objective function. This algorithm is shown to be closely connected to the so called Expectation Maximization (EM) algorithm.

引用

页码：443 / 456

页数：14

共 14 条

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