An inequality for rational functions with applications to some statistical estimation problems

نویسندگان

  • Ponani S. Gopalakrishnan
  • Dimitri Kanevsky
  • Arthur Nádas
  • David Nahamoo
چکیده

The well-known Baum-Eagon inequality I31 provides an effective iterative scheme for finding a local maximum for homogeneous polynomials with positive coefticients over a domain of probability values. However, in many applications we are interested in maximizing a general rational function. We extend the Baum-Eagon inequality to rational functions. We briefly describe some of the applications of this inequality to statistical estimation problems. Index Terms -Nonlinear optimization, statistical estimation, hidden Markov models, speech recognition.

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عنوان ژورنال:
  • IEEE Trans. Information Theory

دوره 37  شماره 

صفحات  -

تاریخ انتشار 1991