Techniques for generic probabilistic inversion

نویسندگان

  • C. Du
  • Dorota Kurowicka
  • Roger M. Cooke
چکیده

Simple algorithms for probabilistic inversion are proposed, based on iterative sample re-weighting. One of these, iterative proportional fitting (IP F), dates from the 1930's and has been studied extensively with regard to contingency tables. A new algorithm is shown to converge even when IP F is infeasible.

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عنوان ژورنال:
  • Computational Statistics & Data Analysis

دوره 50  شماره 

صفحات  -

تاریخ انتشار 2006