Application of variational analysis and control theory to nonparametric maximum likelihood estimation of a density function

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

In this chapter, we propose a new approach to the estimation of the probability density function based on the maximum likelihood method if it is known that the underlying density function is Lipschitz. We treat this problem as an optimal control problem and prove convergence results using techniques of variational analysis.

Original languageEnglish (US)
Title of host publicationSpringer Optimization and Its Applications
PublisherSpringer International Publishing
Pages187-203
Number of pages17
DOIs
StatePublished - Jan 1 2010

Publication series

NameSpringer Optimization and Its Applications
Volume47
ISSN (Print)1931-6828
ISSN (Electronic)1931-6836

All Science Journal Classification (ASJC) codes

  • Control and Optimization

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