Title :
An inequality for rational functions with applications to some statistical estimation problems
Author :
Gopalakrishnan, P.S. ; Kanevsky, Dimitri ; Nádas, Arthur ; Nahamoo, David
Author_Institution :
IBM Thomas J. Watson Res. Center, Yorktown Heights, NY, USA
fDate :
1/1/1991 12:00:00 AM
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 described
Keywords :
parameter estimation; polynomials; speech recognition; statistical analysis; Baum-Eagon inequality; homogeneous polynomials; iterative scheme; probability; rational functions; speech recognition; statistical estimation problems; Algorithm design and analysis; Hidden Markov models; Iterative algorithms; Markov processes; Maximum likelihood estimation; Mutual information; Polynomials; Probability; Signal processing algorithms; Speech recognition;
Journal_Title :
Information Theory, IEEE Transactions on
