Convergence of the Monte Carlo expectation maximization for curved exponential families.

DOI10.1214/AOS/1059655912zbMath1043.62015OpenAlexW2036375318MaRDI QIDQ1434013

Gersende Fort, Eric Moulines

Publication date: 1 July 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1059655912

zbMATH Keywords

EM algorithmaveraging procedureMetropololis-Hasting algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

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