The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models
Piet Groeneboom, Geurt Jongbloed, Jon A. Wellner · Scandinavian Journal of Statistics · 2008
In this paper, we study an algorithm (which we call the support reduction algorithm) that can be used to compute non-parametric M-estimators in mixture models. The algorithm is compared with natural competitors in the context of convex regression and the 'Aspect problem' in quantum physics.