Maximum Likelihood Estimation for Spatial Models by Markov Chain Monte Carlo Stochastic Approximation
From MaRDI portal
Publication:2729114
DOI10.1111/1467-9868.00289zbMath0979.62060OpenAlexW2145677862MaRDI QIDQ2729114
Publication date: 18 February 2002
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00289
Markov chain Monte CarloIsing modelspatial modelsauto-normal modeloff-line averagevery-soft-core model
Related Items (31)
Noise contrastive estimation: asymptotic properties, formal comparison with MC-MLE ⋮ Approximate computations for binary Markov random fields and their use in Bayesian models ⋮ Use of SAMC for Bayesian analysis of statistical models with intractable normalizing constants ⋮ Approximate maximum likelihood estimation of the autologistic model ⋮ Annealing stochastic approximation Monte Carlo algorithm for neural network training ⋮ A universal procedure for parametric frailty models ⋮ Trajectory averaging for stochastic approximation MCMC algorithms ⋮ Partial marginal likelihood estimation for general transformation models ⋮ A synthetic likelihood approach for intractable Markov random fields ⋮ A mixed stochastic approximation EM (MSAEM) algorithm for the estimation of the four-parameter normal ogive model ⋮ Long range search for maximum likelihood in exponential families ⋮ A double Metropolis–Hastings sampler for spatial models with intractable normalizing constants ⋮ Influence analyses of nonlinear mixed-effects models ⋮ A model for analyzing spatially correlated binary data clustered in uncorrelated lattices ⋮ Stochastic approximation ⋮ Autologistic regression analysis of spatial-temporal binary data via Monte Carlo maximum likelihood ⋮ High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm ⋮ Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods ⋮ Coupling a stochastic approximation version of EM with an MCMC procedure ⋮ Convergence and convergence rate of stochastic gradient search in the case of multiple and non-isolated extrema ⋮ On some recent advances on high dimensional Bayesian statistics ⋮ Maximum likelihood estimation for social network dynamics ⋮ A baseline-free procedure for transformation models under interval censorship ⋮ On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods ⋮ Bayesian Analysis of Crossclassified Spatial Data with Autocorrelation ⋮ The Poisson transform for unnormalised statistical models ⋮ Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm ⋮ Simulation-based approach to estimation of latent variable models ⋮ A Novel Approach for Markov Random Field With Intractable Normalizing Constant on Large Lattices ⋮ Local influence for generalized linear mixed models ⋮ Inference on Survival Data with Covariate Measurement Error - An Imputation-based Approach
This page was built for publication: Maximum Likelihood Estimation for Spatial Models by Markov Chain Monte Carlo Stochastic Approximation