A Hybrid Algorithm for Computation of the Nonparametric Maximum Likelihood Estimator from Censored Data
删失数据非参数最大似然估计的混合计算算法
We present a hybrid algorithm for nonparametric maximum likelihood estimation from censored data when the log-likelihood is concave. The hybrid algorithm uses a composite algorithmic mapping combining the expectation-maximization (EM) algorithm and the (modified) iterative convex minorant (ICM) algorithm. Global convergence of the hybrid algorithm is proven; the iterates generated by the hybrid algorithm are shown to converge to the nonparametric maximum likelihood estimator…