Search results for "Iterative proportional fitting"

showing 2 items of 2 documents

On properties of the iterative maximum likelihood reconstruction method

1989

In this paper, we continue our investigations6 on the iterative maximum likelihood reconstruction method applied to a special class of integral equations of the first kind, where one of the essential assumptions is the positivity of the kernel and the given right-hand side. Equations of this type often occur in connection with the determination of density functions from measured data. There are certain relations between the directed Kullback–Leibler divergence and the iterative maximum likelihood reconstruction method some of which were already observed by other authors. Using these relations, further properties of the iterative scheme are shown and, in particular, a new short and elementar…

Mathematical optimizationIterative proportional fittingIterative methodGeneral MathematicsKernel (statistics)Expectation–maximization algorithmGeneral EngineeringApplied mathematicsIterative reconstructionDivergence (statistics)Integral equationLocal convergenceMathematicsMathematical Methods in the Applied Sciences
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Updating input–output matrices: assessing alternatives through simulation

2009

A problem that frequently arises in economics, demography, statistics, transportation planning and stochastic modelling is how to adjust the entries of a matrix to fulfil row and column aggregation constraints. Biproportional methods in general and the so-called RAS algorithm in particular, have been used for decades to find solutions to this type of problem. Although alternatives exist, the RAS algorithm and its extensions are still the most popular. Apart from some interesting empirical and theoretical properties, tradition, simplicity and very low computational costs are among the reasons behind the great success of RAS. Nowadays computer hardware and software have made alternative proce…

Statistics and ProbabilityInput/outputTransportation planningMathematical optimizationIterative proportional fittingbusiness.industryStochastic modellingApplied Mathematicsmedia_common.quotation_subjectColumn (database)Matrix (mathematics)SoftwareModeling and SimulationSimplicityStatistics Probability and UncertaintybusinessMathematicsmedia_commonJournal of Statistical Computation and Simulation
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