• DocumentCode
    1404196
  • 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
  • Volume
    37
  • Issue
    1
  • fYear
    1991
  • fDate
    1/1/1991 12:00:00 AM
  • Firstpage
    107
  • Lastpage
    113
  • 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;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.61108
  • Filename
    61108