%0 Journal Article
%T A maximum likelihood algorithm for the estimation and renormalization of exponential densities
%A Panagiotis Stinis
%J Mathematics
%D 2004
%I arXiv
%R 10.1016/j.jcp.2005.03.001
%X We present an algorithm based on maximum likelihood for the estimation and renormalization (marginalization) of exponential densities. The moment-matching problem resulting from the maximization of the likelihood is solved as an optimization problem using the Levenberg-Marquardt algorithm. In the case of renormalization, the moments needed to set up the moment-matching problem are evaluated using Swendsen's renormalization method. We focus on the renormalization version of the algorithm, where we demonstrate its use by computing the critical temperature of the two-dimensional Ising model. Possible applications of the algorithm are discussed.
%U http://arxiv.org/abs/math/0409230v1