The Support Reduction Algorithm for Computing Non-Parametric Function Estimates in Mixture Models.
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.
Groeneboom
Piet
P
Delft Institute of Applied Mathematics, Delft University of Technology.
Jongbloed
Geurt
G
Wellner
Jon A
JA