Active Set and EM Algorithms for Log-Concave Densities Based on Complete and Censored Data

Statistics – Methodology

Scientific paper

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Changes in versions 3-4: Updated references, corrections of minor errors, shortened section on EM algorithm (which will be tre

Scientific paper

We develop an active set algorithm for the maximum likelihood estimation of a
log-concave density based on complete data. Building on this fast algorithm, we
indidate an EM algorithm to treat arbitrarily censored or binned data.

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