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arxiv: 0707.4643 · v4 · pith:3LQQ6XR4new · submitted 2007-07-31 · 📊 stat.ME · stat.CO

Active Set and EM Algorithms for Log-Concave Densities Based on Complete and Censored Data

classification 📊 stat.ME stat.CO
keywords algorithmdataactivecensoredcompletelog-concavealgorithmsarbitrarily
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We develop an active set algorithm for the maximum likelihood estimation of a log-concave density based on complete data. Building on this fast algorithm, we indidate an EM algorithm to treat arbitrarily censored or binned data.

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