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...
| Veröffentlicht in: | Journal of Computational and Graphical Statistics. - American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America, 1992. - 10(2001), 3, Seite 422-439 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
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2001
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| Zugriff auf das übergeordnete Werk: | Journal of Computational and Graphical Statistics |
| Schlagworte: | Generalized linear mixed models Gibbs sampler Importance sampling Markov chain Monte Carlo Metropolis-Hastings algorithm Regenerative simulation Renewal theory Mathematics Applied sciences Social sciences |
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