Unified generalized iterative scaling and its applications

Wei Gao*, Ning Zhong Shi, Man Lai TANG, Lianyan Fu, Guoliang Tian

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

Abstract

Generalized iterative scaling (GIS) has become a popular method for getting the maximum likelihood estimates for log-linear models. It is basically a sequence of successive I-projections onto sets of probability vectors with some given linear combinations of probability vectors. However, when a sequence of successive I-projections are applied onto some closed and convex sets (e.g., marginal stochastic order), they may not lead to the actual solution. In this manuscript, we present a unified generalized iterative scaling (UGIS) and the convergence of this algorithm to the optimal solution is shown. The relationship between the UGIS and the constrained maximum likelihood estimation for log-linear models is established. Applications to constrained Poisson regression modeling and marginal stochastic order are used to demonstrate the proposed UGIS. Crown

Original languageEnglish
Pages (from-to)1066-1078
Number of pages13
JournalComputational Statistics and Data Analysis
Volume54
Issue number4
DOIs
Publication statusPublished - 1 Apr 2010

Scopus Subject Areas

  • Statistics and Probability
  • Computational Mathematics
  • Computational Theory and Mathematics
  • Applied Mathematics

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