Density Estimation by Dual Ascent of the Log-likelihood

  title={Density Estimation by Dual Ascent of the Log-likelihood},
  author={Esteban G. Tabak},
Abstract. A methodology is developed to assign, from an observed sample, a joint-probability distribution to a set of continuous variables. The algorithm proposed performs this assignment by mapping the original variables onto a jointly-Gaussian set. The map is built iteratively, ascending the log-likelihood of the observations, through a series of steps that move the marginal distributions along a random set of orthogonal directions towards normality. 
Highly Cited
This paper has 24 citations. REVIEW CITATIONS


Publications referenced by this paper.
Showing 1-8 of 8 references

Smoothing spline density estimation: theory

  • C. Gu, C. Qiu
  • Annals of Statistics, 21, 217– 234
  • 1993
1 Excerpt

On information and sufficiency

  • S. Kullback, R. A. Leibler
  • Annals of Mathematical Statistics, 22, 79–86
  • 1951
1 Excerpt

Similar Papers

Loading similar papers…