Efficient simulated maximum likelihood estimation through explicitly parameter dependent importance sampling

DOI10.1007/s00180-011-0230-zzbMath1304.65018OpenAlexW2039255102MaRDI QIDQ2512765

Christian N. Brinch

Publication date: 30 January 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/177750

zbMATH Keywords

importance samplingsalamander mating modelsimulation based estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (2)

Spherical radial approximation for nested mixed effects models ⋮ Maximum likelihood estimation based on the Laplace approximation for p₂ network regression models

Uses Software

• SsfPack

Cites Work

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• Efficient high-dimensional importance sampling
• Testing the assumptions behind importance sampling
• Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models
• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Laplace Importance Sampling for Generalized Linear Mixed Models
• Maximum‐likelihood estimation for constrained‐ or missing‐data models
• Monte Carlo maximum likelihood estimation for non-Gaussian state space models
• Bias Correction in Generalized Linear Mixed Models With Multiple Components of Dispersion
• Maximum Likelihood Algorithms for Generalized Linear Mixed Models
• Another Look at the Salamander Mating Data: A Modified Laplace Approximation Approach
• Statistical algorithms for models in state space using SsfPack 2.2
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives

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