Estimation of reinforced urn processes under left-truncation and right-censoring

Luis Antonio Souto Arias, Pasquale Cirillo & Cornelis W. Oosterlee
We propose a nonparametric estimator for bivariate left-truncated and right-censored (LTRC) observations that combines the Expectation-Maximization (EM) algorithm and the Reinforced Urn Process (RUP). The resulting Expectation-Reinforcement (ER) algorithm allows for the inclusion of experts' knowledge in the form of a prior distribution, thus belonging to the class of Bayesian models. This can be relevant in applications where the data is incomplete, due to biases in the sampling process, as in the case of left-truncation...
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