A Note on NPML Estimation for Exponential Family Regression Models with Unspecified Dispersion Parameter
DOI:
https://doi.org/10.17713/ajs.v35i2&3.369Abstract
Nonparametric maximum likelihood (NPML) estimation for exponential families with unspecified dispersion parameter ? suffers from computational instability, which can lead to highly fluctuating EM trajectories and suboptimal solutions, in particular when ? is allowed to vary over mixture components. In this paper, a damped version of the EM algorithm isproposed to cope with these problems.
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