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9,558
Maximum likelihood from incomplete data via the EM algorithm
 JOURNAL OF THE ROYAL STATISTICAL SOCIETY, SERIES B
, 1977
"... A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and convergence of the algorithm is derived. Many examples are sketched, including missing value situat ..."
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Cited by 11972 (17 self)
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A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and convergence of the algorithm is derived. Many examples are sketched, including missing value
Error Propagation for Approximate Policy and Value Iteration
"... We address the question of how the approximation error/Bellman residual at each iteration of the Approximate Policy/Value Iteration algorithms influences the quality of the resulted policy. We quantify the performance loss as the Lp norm of the approximation error/Bellman residual at each iteration. ..."
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Cited by 15 (0 self)
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. Moreover, we show that the performance loss depends on the expectation of the squared RadonNikodym derivative of a certain distribution rather than its supremum – as opposed to what has been suggested by the previous results. Also our results indicate that the contribution of the approximation
Mean Square Error for Histograms When Estimating RadonNikodym Derivatives
 Portugaliae Mathematica
"... The use of histograms for estimation of RadonNikodym derivatives is addressed Some results concerning the convergence have been established with no reference about the behaviour of the error In this paper we study the mean square convergence rate of this error The optimization of the partitions t ..."
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Cited by 1 (0 self)
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The use of histograms for estimation of RadonNikodym derivatives is addressed Some results concerning the convergence have been established with no reference about the behaviour of the error In this paper we study the mean square convergence rate of this error The optimization of the partitions
Least squares quantization in pcm.
 Bell Telephone Laboratories Paper
, 1982
"... AbstractIt has long been realized that in pulsecode modulation (PCM), with a given ensemble of signals to handle, the quantum values should be spaced more closely in the voltage regions where the signal amplitude is more likely to fall. It has been shown by Panter and Dite that, in the limit as t ..."
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Cited by 1362 (0 self)
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as the number of quanta becomes infinite, the asymptotic fractional density of quanta per unit voltage should vary as the onethird power of the probability density per unit voltage of signal amplitudes. In this paper the corresponding result for any finite number of quanta is derived; that is, necessary
RadonNikodym derivatives of quantum operations
 JOURNAL OF MATHEMATICAL PHYSICS
, 2003
"... Given a completely positive (CP) map T, there is a theorem of the RadonNikodym type [W.B. Arveson, Acta Math. 123, 141 (1969); V.P. Belavkin and P. Staszewski, Rep. Math. Phys. 24, 49 (1986)] that completely characterizes all CP maps S such that T − S is also a CP map. This theorem is reviewed, and ..."
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Cited by 12 (2 self)
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theoretic treatments. We also comment on how the RadonNikodym theorem can be used to derive norm estimates for differences of CP maps in general, and of quantum operations in particular.
Valuing American options by simulation: A simple leastsquares approach
 Review of Financial Studies
, 2001
"... This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily applicable ..."
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Cited by 517 (9 self)
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This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily
LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
 ACM Trans. Math. Software
, 1982
"... An iterative method is given for solving Ax ~ffi b and minU Ax b 112, where the matrix A is large and sparse. The method is based on the bidiagonalization procedure of Golub and Kahan. It is analytically equivalent to the standard method of conjugate gradients, but possesses more favorable numerica ..."
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Cited by 653 (21 self)
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numerical properties. Reliable stopping criteria are derived, along with estimates of standard errors for x and the condition number of A. These are used in the FORTRAN implementation of the method, subroutine LSQR. Numerical tests are described comparing I~QR with several other conjugate
A RadonNikodym theorem for multimeasures ∗
"... One of the most fascinating problems arising when dealing with finitely additive measures is that of the existence of a RadonNikodym derivative: as it is well known, the absolute continuity assumption is not sufficient in this case. Several papers concerning this question appeared since the late si ..."
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Cited by 1 (1 self)
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One of the most fascinating problems arising when dealing with finitely additive measures is that of the existence of a RadonNikodym derivative: as it is well known, the absolute continuity assumption is not sufficient in this case. Several papers concerning this question appeared since the late
Closedform solution of absolute orientation using unit quaternions
 J. Opt. Soc. Am. A
, 1987
"... Finding the relationship between two coordinate systems using pairs of measurements of the coordinates of a number of points in both systems is a classic photogrammetric task. It finds applications in stereophotogrammetry and in robotics. I present here a closedform solution to the leastsquares pr ..."
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Cited by 989 (4 self)
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Finding the relationship between two coordinate systems using pairs of measurements of the coordinates of a number of points in both systems is a classic photogrammetric task. It finds applications in stereophotogrammetry and in robotics. I present here a closedform solution to the leastsquares
Results 1  10
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9,558