Corpus ID: 15159136

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

  title={Active Set and EM Algorithms for Log-Concave Densities Based on Complete and Censored Data},
  author={Lutz Duembgen and Andreas D. Huesler and Kaspar Rufibach},
  journal={arXiv: Methodology},
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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