@article{a30c8f8cfa1d4b0ba44c74b7ba527e96,
title = "A data augmentation approach for a class of statistical inference problems",
abstract = "We present an algorithm for a class of statistical inference problems. The main idea is to reformulate the inference problem as an optimization procedure, based on the generation of surrogate (auxiliary) functions. This approach is motivated by the MM algorithm, combined with the systematic and iterative structure of the Expectation-Maximization algorithm. The resulting algorithm can deal with hidden variables in Maximum Likelihood and Maximum a Posteriori estimation problems, Instrumental Variables, Regularized Optimization and Constrained Optimization problems. The advantage of the proposed algorithm is to provide a systematic procedure to build surrogate functions for a class of problems where hidden variables are usually involved. Numerical examples show the benefits of the proposed approach.",
author = "Rodrigo Carvajal and Rafael Orellana and Dimitrios Katselis and Pedro Esc{\'a}rate and Ag{\"u}ero, {Juan Carlos}",
note = "Funding Information: This work was partially supported by the Fondo Nacional de Desarrollo Cient{\'i}fico y Tecnol{\'o}gico-Chile through grants No. 3140054 and 1181158. This work was also partially supported by the Comisi{\'o}n Nacional de Investigaci{\'o}n Cient{\'i}fica y Tecnol{\'o}gica, Advanced Center for Electrical and Electronic Engineering (AC3E, Proyecto Basal FB0008), Chile. The work of R. Orellana was partially supported by the PIIC program of the Universidad T{\'e}cnica Federico Santa Mar{\'i}a, scholarship 015/2018. The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript. This work was partially supported by the Fondo Nacional de Desarrollo Cient{\'i}fico y Tecnol{\'o}-gico-Chile through grants No. 3140054 and 1181158. This work was also partially supported by the Comisi{\'o}n Nacional de Investigaci{\'o}n Cient{\'i}fica y Tecnol{\'o}gica, Advanced Center for Electrical and Electronic Engineering (AC3E, Proyecto Basal FB0008), Chile. The work of R. Orellana was partially supported by the PIIC program of the Universidad T{\'e}cnica Federico Santa Mar{\'i}a, scholarship 015/2018. The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript. Publisher Copyright: {\textcopyright} 2018 Carvajal et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.",
year = "2018",
month = dec,
doi = "10.1371/journal.pone.0208499",
language = "English (US)",
volume = "13",
journal = "PLoS One",
issn = "1932-6203",
publisher = "Public Library of Science",
number = "12",
}