Alternatives to the EM algorithm for ML estimation of location, scatter matrix, and degree of freedom of the Student t distribution

In this paper, we consider maximum likelihood estimations of the degree of freedom parameter ν , the location parameter μ and the scatter matrix Σ of the multivariate Student t distribution. In particular, we are interested in estimating the degree of freedom parameter ν that determines the tails of...

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Vydané v:	Numerical algorithms Ročník 87; číslo 1; s. 77 - 118
Hlavní autori:	Hasannasab, Marzieh, Hertrich, Johannes, Laus, Friederike, Steidl, Gabriele
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer US 01.05.2021 Springer Nature B.V
Predmet:	Algebra Algorithms Computer Science Degrees of freedom Iterative methods Maximum likelihood estimation Normal distribution Numeric Computing Numerical Analysis Original Paper Parameters Probability density functions Scattering Statistical analysis Theory of Computation Cauchy noise Nonlocal myriad filters Student distribution ML estimators Accelerated EM Algorithm Image denoising Robust denoising
ISSN:	1017-1398, 1572-9265
On-line prístup:	Získať plný text
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