An inequality for rational functions with applications to some statistical estimation problems
نویسندگان
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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ورودعنوان ژورنال:
- IEEE Trans. Information Theory
دوره 37 شماره
صفحات -
تاریخ انتشار 1991