The Restricted EM Algorithm for Maximum Likelihood Estimation under Linear Restrictions on the Parameters
参数线性约束下最大似然估计的受限 EM 算法
The EM algorithm is one of the most powerful algorithms for obtaining maximum likelihood estimates for many incomplete-data problems. But when the parameters must satisfy a set of linear restrictions, the EM algorithm may be too complicated to apply directly. In this article we propose maximum likelihood estimation procedures under a set of linear restrictions for situations in which the EM algorithm could be used if there were no such restrictions on the parameters. We…