Active Set and EM Algorithms for Log-Concave Densities Based on Complete and Censored Data
Lutz Dümbgen, Andre Huesler, Kaspar Rufibach · arXiv (Cornell University) · 2007
We develop an active set algorithm for the maximum likelihood estimation of a log-concave density based on complete data. Building on this fast algorithm, we indidate an EM algorithm to treat arbitrarily censored or binned data.