Convergence of iterative maximum-likelihood estimators
Let be the finite set of agents, let denote the estimator held by agent at iteration , and let be a common limiting estimator. Convergence conjecture. There exists a random variable such that
The preceding variance and covariance identities show that all agents become asymptotically identical in variance, but convergence of the estimators themselves is not established here.
References
Primary source
Elchanan Mossel and Omer Tamuz, “Iterative Maximum Likelihood on Networks”, arXiv:0904.4903 (2009).
Progress summary
Never refreshed
Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.
Solutions 0
No solutions have been posted yet.