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Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields

✍ Scribed by Victor De Oliveira; Marco A. R. Ferreira


Publisher
Springer
Year
2009
Tongue
English
Weight
360 KB
Volume
74
Category
Article
ISSN
0026-1335

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We show that a non-identifiability problem can occur when one attempts to estimate the degrees of freedom and the unstructured covariance matrix simultaneously in a Gaussian-inverted Wishart model, using the maximum likelihood approach. However, the EM algorithm may falsely converge to give finite e