The TM algorithm for maximising a conditional likelihood function
This paper describes an algorithm for maximising a conditional likelihood function when the corresponding unconditional likelihood function is more easily maximised. The algorithm is similar to the EM algorithm but different as the parameters rather than the data are augmented and the conditional ra...
Main Authors: | Edwards, D, Lauritzen, S |
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Format: | Journal article |
Language: | English |
Published: |
2001
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