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Walker, H. F.

Publications and source records attributed to Walker, H. F..

16 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS1982

Mixture densities, maximum likelihood, and the EM algorithm

The problem of estimating the parameters which determine a mixture density is reviewed as well as maximum likelihood estimation for it. A particular iterative procedure for numerically approximating maximum likelihood estimates for mixture density problems is considered. This EM algorithm, is a specialization to the mixture density context of a general algorithm of the same name used to approximate maximum likelihood estimates for incomplete data problems. The formulation and theoretical and practical properties of the EM algorithm for mixture densities are discussed focussing in particular on mixtures of densities from exponential families.

Redner, R. A.↗
NASA NTRS1978

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

This paper addresses the problem of obtaining numerically maximum-likelihood estimates of the parameters for a mixture of normal distributions. In recent literature, a certain successive-approximations procedure, based on the likelihood equations, was shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, we introduce a general iterative procedure, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. We show that, with probability 1 as the sample size grows large, this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. We also show that the step-size which yields optimal local convergence rates for large samples is determined in a sense by the 'separation' of the component normal densities and is bounded below by a number between 1 and 2.

Peters, B. C., Jr.↗
NASA NTRS1978

Quasi-Newton Methods

The problem to be solved is formulated precisely and the introduction of quasi-Newton methods is motivated by considering the classical Newton and secant methods and their properties. Three highly successful quasi-Newton methods are surveyed: Broyden's method for the solution of general nonlinear equations, and the Davidon-Fletcher-Powell and Broyden-Fletcher-Goldfarb-Shanno procedures for unconstrained minimization. Finally, the properties of these methods are compared to those of Newton's method and UHMLE in potential applications to maximum-likelihood estimation of parameters in mixture distributions.

Walker, H. F.↗
NASA NTRS1976

The numerical evaluation of maximum-likelihood estimates of the parameters for a mixture of normal distributions from partially identified samples

Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate are considered. These equations, suggest certain successive-approximations iterative procedures for obtaining maximum-likelihood estimates. These are generalized steepest ascent (deflected gradient) procedures. It is shown that, with probability 1 as N sub 0 approaches infinity (regardless of the relative sizes of N sub 0 and N sub 1, i=1,...,m), these procedures converge locally to the strongly consistent maximum-likelihood estimates whenever the step size is between 0 and 2. Furthermore, the value of the step size which yields optimal local convergence rates is bounded from below by a number which always lies between 1 and 2.

Walker, H. F.↗
NASA NTRS1976

The numerical evaluation of maximum-likelihood estimates of the parameters for a mixture of normal distributions from partially identified samples

Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate were considered. These equations suggest certain successive approximations iterative procedures for obtaining maximum likelihood estimates. The procedures, which are generalized steepest ascent (deflected gradient) procedures, contain those of Hosmer as a special case.

Walker, H. F.↗
NASA NTRS1976

The numerical evaluation of the maximum-likelihood estimate of a subset of mixture proportions

Necessary and sufficient conditions are given for a maximum likelihood estimate of a subset of mixture proportions. From these conditions, likelihood equations are derived satisfied by the maximum-likelihood estimate and a successive-approximations procedure is discussed as suggested by equations for numerically evaluating the maximum-likelihood estimate. It is shown that, with probability one for large samples, this procedure converges locally to the maximum-likelihood estimate whenever a certain step-size lies between zero and two. Furthermore, optimal rates of local convergence are obtained for a step-size which is bounded below by a number between one and two.

Peters, B. C., Jr.↗
NASA NTRS1976

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, 2

The problem of obtaining numerically maximum likelihood estimates of the parameters for a mixture of normal distributions is addressed. In recent literature, a certain successive approximations procedure, based on the likelihood equations, is shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, a general iterative procedure is introduced, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. With probability 1 as the sample size grows large, it is shown that this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. The step-size which yields optimal local convergence rates for large samples is determined in a sense by the separation of the component normal densities and is bounded below by a number between 1 and 2.

Peters, B. C., Jr.↗
NASA NTRS1975

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, Addendum

New results and insights concerning a previously published iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions were discussed. It was shown that the procedure converges locally to the consistent maximum likelihood estimate as long as a specified parameter is bounded between two limits. Bound values were given to yield optimal local convergence.

Peters, B. C., Jr.↗
NASA NTRS1975

Maximum likelihood signature estimation

Maximum-likelihood estimates are discussed which are based on an unlabeled sample of observations, of unknown parameters in a mixture of normal distributions. Several successive approximation procedures for obtaining such maximum-likelihood estimates are described. These procedures, which are theoretically justified by the local contractibility of certain maps, are designed to take advantage of good initial estimates of the unknown parameters. They can be applied to the signature extension problem, in which good initial estimates of the unknown parameters are obtained from segments which are geographically near the segments from which the unlabeled samples are taken. Additional problems to which these methods are applicable include: estimation of proportions and adaptive classification (estimation of mean signatures and covariances).

Walker, H. F.↗
NASA NTRS1974

Some qualitative remarks on the variation of the probability of error

The qualitative behavior of the probability of misclassifying observations from two normally distributed populations as the classification regions are varied in a prescribed way is described in order to provide a preliminary generalization of the results obtained by Walton for the case of normally distributed observations with varying a priori probabilities.

Walker, H. F.↗
NASA NTRS1973

On minimizing the probability of misclassification for linear feature selection

The use of techniques for feature selection permits treatment of classification problems in spaces of reduced dimensions. A method is considered of linear feature selection for n-dimensional observation vectors which belong to one of two populations, where each population is described by a known multivariate normal density function. More specifically, the problem of finding a 1xn transformation matrix B for which the probability of misclassification with respect to the one-dimensional transformed density functions was minimized was considered. Theoretical results are presented which give rise to a numerically tractable expression for the variation in the probability of misclassification with respect to B. Using this expression a computational procedure is discussed for obtaining a B which minimizes the probability of misclassification. Preliminary numerical results are discussed.

Guseman, L. F., Jr.↗