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

Lutz Duembgen; Andre Huesler; Kaspar Rufibach

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arXiv · 0707.4643

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

Lutz Duembgen·Andre Huesler·Kaspar Rufibach

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Abstract

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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Lutz Duembgen, Andre Huesler, Kaspar Rufibach. 2011-03-18. Active Set and EM Algorithms for Log-Concave Densities Based on Complete and Censored Data. https://arxiv.org/abs/0707.4643

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