Search Results - subject:"algorithm"

Constructing the exact significance level for a person fit statistic

Liou, Michelle; Chang, Chih-Hsin - In: Psychometrika 57 (1992) 2, pp. 169-181

Persistent link: https://www.econbiz.de/10005603194

The EM algorithm for latent class analysis with equality constraints

Mooijaart, Ab; Heijden, Peter - In: Psychometrika 57 (1992) 2, pp. 261-269

Persistent link: https://www.econbiz.de/10005603234

Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.)

Koopman, Siem Jan; Shephard, N.G. - Suntory and Toyota International Centres for Economics … - 1992

The score vector for a time series model which fits into the Gaussian state space form can be approximated by numerically differentiating the log-likelihood. If the parameter vector is of length p, this involves the running of p + 1 Kalman filters. This paper shows the score vector can be...

Persistent link: https://www.econbiz.de/10010720259

Decomposition and Nondifferentiable Optimization with the Projective Algorithm

Goffin, J. L.; Haurie, A.; Vial, J. P. - In: Management Science 38 (1992) 2, pp. 284-302

This paper deals with an application of a variant of Karmarkar's projective algorithm for linear programming to the … potential function which is minimized using a variant of the projective algorithm. When a point close to the minimum of the …. The algorithm has performed well on a set of convex nondifferentiable programming problems. …

Persistent link: https://www.econbiz.de/10009197382