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A new inequality for maximum likelihood estimation in statistical models with latent variables (1912.04011v1)
Published 6 Dec 2019 in math.ST, stat.ME, and stat.TH
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.