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The Newton iteration for is obtained by
The Newton iteration converges in one step if the second derivative
remains constant. The step is too short if the second derivative
decreases and too long if the second derivative increases. For
stability, it is better to take too short than too long steps.
In this case, the second derivative always decreases if the mean decreases
and vice versa. For stability it is therefore useful to restrict the
growth of because it is consistently over-estimated.
Tapani Raiko
2006-08-28