Between Newton and Cauchy: the diagonal variable metric method; theory and test results

✍ Scribed by G. den Broeder

• Book ID: 103916546
• Publisher: Elsevier Science
• Year: 1980
• Tongue: English
• Weight: 481 KB
• Volume: 6
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/0771-050x(80)90035-2

✦ Synopsis

This paper is a revision of an earlier description of the method. The author thanks J. H. P. Paelinck for his support and J. P. Ancot, G. van der Hoek and the referees of the Journal C.A.M. for valuable remarks and suggestions; all remaining errors are exclusively his.

1. From the maximum-likelihood theory we know that the inverted Hessian matrix can be regarded as a measure of the covariance matrix of the parameters.

(*) G. den Broeder,