Ascent-Based Monte Carlo Expectation– Maximization

DOI10.1111/j.1467-9868.2005.00499.xzbMath1075.65011OpenAlexW2008668767MaRDI QIDQ5313587

Galin L. Jones, Wolfgang Jank, Brian S. Caffo

Publication date: 1 September 2005

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/j.1467-9868.2005.00499.x

zbMATH Keywords

convergenceEM algorithmMonte Carlo methodsMarkov chainGeneralized linear mixed modelsEmpirical Bayes estimatesimportance sampling numerical examples

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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