Fast Estimation of Covariance Parameters in Least-Squares Collocation by Fisher Scoring with Levenberg–Marquardt Optimization
Sign Up to like & getrecommendations! Published in 2017 at "Surveys in Geophysics"
DOI: 10.1007/s10712-017-9412-8
Abstract: Maximum likelihood (ML) and restricted maximum likelihood (REML) are nowadays very popular in geophysics, geodesy and many other fields. There is also a growing number of investigations into how to calculate covariance parameters by ML/REML… read more here.
Keywords: estimation; least squares; fisher scoring; covariance parameters ... See more keywords
Incomplete-data Fisher scoring method with steplength adjustment
Sign Up to like & getrecommendations! Published in 2020 at "Statistics and Computing"
DOI: 10.1007/s11222-020-09923-z
Abstract: An incomplete-data Fisher scoring method is proposed for parameter estimation in models where data are missing and in latent-variable models that can be formulated as a missing data problem. The convergence properties of the proposed… read more here.
Keywords: fisher scoring; data fisher; scoring method; method ... See more keywords
Mixture‐based clustering for count data using approximated Fisher Scoring and Minorization–Maximization approaches
Sign Up to like & getrecommendations! Published in 2021 at "Computational Intelligence"
DOI: 10.1111/coin.12429
Abstract: The multinomial distribution has been widely used to model count data. To increase clustering efficiency, we use an approximation to the Fisher scoring algorithm, which is more robust regarding the choice of initial parameter values.… read more here.
Keywords: fisher scoring; minorization maximization; count data; mixture ... See more keywords