Implementations of the Monte Carlo EM Algorithm
The Monte Carlo EM (MCEM) algorithm is a modification of the EM algorithm where the expectation in the E-step is computed numerically through Monte Carlo simulations. The most flexible and generally applicable approach to obtaining a Monte Carlo sample in each iteration of an MCEM algorithm is throu...
| Publié dans: | Journal of Computational and Graphical Statistics. - American Statistical Association, the Institute of Mathematical Statistics, and the Interface Foundation of North America, 1992. - 10(2001), 3, Seite 422-439 |
|---|---|
| Auteur principal: | |
| Autres auteurs: | |
| Format: | Article en ligne |
| Langue: | English |
| Publié: |
2001
|
| Accès à la collection: | Journal of Computational and Graphical Statistics |
| Sujets: | Generalized linear mixed models Gibbs sampler Importance sampling Markov chain Monte Carlo Metropolis-Hastings algorithm Regenerative simulation Renewal theory Mathematics Applied sciences Social sciences |
| Accès en ligne |
Volltext |