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Mar 26, 2015 at 14:10 history edited whuber CC BY-SA 3.0
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Dec 19, 2013 at 0:02 history edited Andris Birkmanis CC BY-SA 3.0
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Dec 18, 2013 at 23:53 history edited Andris Birkmanis CC BY-SA 3.0
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Dec 18, 2013 at 23:31 history edited Andris Birkmanis CC BY-SA 3.0
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Dec 18, 2013 at 23:27 comment added Andris Birkmanis One problem with current code is it allocates fractional counts of hidden data, which may produce unrealistic parameters. I leave this fix as an exercise :)
Dec 18, 2013 at 23:18 comment added Andris Birkmanis I followed the idea mentioned in Parameter Estimation from Censored Samples using the Expectation-Maximization Algorithm, Section 3. I estimate parameters (in my case, the discrete distribution itself) from observed data, then iteratively "sample" (actually allocate proportionally) hidden data according to current parameters, then re-estimate parameters given both observed and "guessed" hidden data, until parameters stop changing significantly. Now, I would be glad to find a method without iterations - not sure if it's possible.
Dec 18, 2013 at 23:16 comment added whuber An explanation of what this code is doing would be welcome.
Dec 18, 2013 at 23:15 history edited Andris Birkmanis CC BY-SA 3.0
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Dec 18, 2013 at 23:09 history edited Andris Birkmanis CC BY-SA 3.0
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Dec 18, 2013 at 23:02 history answered Andris Birkmanis CC BY-SA 3.0