A new inequality for maximum likelihood estimation in statistical models with latent variables

Niels Lundtorp Olsen

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arXiv · 1912.04011

A new inequality for maximum likelihood estimation in statistical models with latent variables

Niels Lundtorp Olsen

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Abstract

Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds under very general conditions. It is related to the EM algorithm and has a clear potential for being used in a similar fashion.

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Niels Lundtorp Olsen. 2019-12-06. A new inequality for maximum likelihood estimation in statistical models with latent variables. https://arxiv.org/abs/1912.04011

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