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

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 iter...

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Bibliographic Details
Main Authors: Rodrigo Carvajal, Rafael Orellana, Dimitrios Katselis, Pedro Escárate, Juan Carlos Agüero
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2018-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0208499