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Processing of Prior-Information in Statistics by Projections on Convex Cones

  • E. Rödel
Conference paper
Part of the International Centre for Mechanical Sciences book series (CISM, volume 382)

Abstract

We investigate a Random-Search-Algorithm for finding the projection on a closed convex cone in R P with respect to a norm defined by any positive definite matrix. It is shown that this algorithm converges almost surely. The power of the algorithm is demonstrated by examples from statistics in which processing of prior information may be formulated as projections of parametervectors on polyhedral cones.

Key words

Random search projection on a convex cone optimization in statistics statistical estimation under prior information. 

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Copyright information

© Springer-Verlag Wien 1997

Authors and Affiliations

  • E. Rödel
    • 1
  1. 1.Humboldt University BerlinBerlinGermany

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