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20092024
most citedParameter estimation of hidden Markov models: comparison of EM and quasi-Newton methods with a new hybrid algorithm

1 citations · 1 across the 3 of their papers we have counts for

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stat.CO2009

Space Alternating Penalized Kullback Proximal Point Algorithms for Maximizing Likelihood with Nondifferentiable Penalty

Stéphane Chrétien, Alfred Hero, Hervé Perdry

The EM algorithm is a widely used methodology for penalized likelihood estimation. Provable monotonicity and convergence are the hallmarks of the EM algorithm and these properties…