An inequality for rational functions with applications to some statistical estimation problems
- 1 January 1991
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 37 (1), 107-113
- https://doi.org/10.1109/18.61108
Abstract
The well-known Baum-Eagon inequality (1967) provides an effective iterative scheme for finding a local maximum for homogeneous polynomials with positive coefficients over a domain of probability values. However, in many applications the goal is to maximize a general rational function. In view of this, the Baum-Eagon inequality is extended to rational functions. Some of the applications of this inequality to statistical estimation problems are briefly describedKeywords
This publication has 5 references indexed in Scilit:
- Decoder selection based on cross-entropiesPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2003
- A Maximum Likelihood Approach to Continuous Speech RecognitionIeee Transactions On Pattern Analysis and Machine Intelligence, 1983
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov ChainsThe Annals of Mathematical Statistics, 1970
- Growth transformations for functions on manifoldsPacific Journal of Mathematics, 1968
- An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecologyBulletin of the American Mathematical Society, 1967