Self-regularizing Property of Nonparametric Maximum Likelihood Estimator in Mixture Models

Yihong Wu
Yihong Wu
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Abstract:

Introduced by Kiefer and Wolfowitz \cite{KW56}, the nonparametric maximum likelihood estimator (NPMLE) is a widely used methodology for learning mixture odels and empirical Bayes estimation. Sidestepping the non-convexity in mixture likelihood, the NPMLE estimates the mixing distribution by maximizing the total likelihood over the space...More

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