N-stage splitting for maximum penalized likelihood estimation
Geoff A. Latham, S. Yu · Journal of Statistical Computation and Simulation · 1996
An n-stage splitting algorithm for the solution of maximum penalized likelihood estimation (MPLE) problems is compared to the one-step-late (OSL) algorithm. General conditions under which the asymptotic rate of convergence of this splitting algorithm. exceeds that of the OSL algorithm are given. A one-dimensional positive data example, illustrates the comparison of the rates of convergence of these two algorithms.