A multiple-imputation Metropolis version of the EM algorithm

DOI10.1093/BIOMET/90.3.643MaRDI QIDQ2813879zbMATH OpenOpenAlexFDO

Authors Carlo Gaetan, Jian-Feng Yao

Publication date 27 June 2016

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a7462f76749dcc1de90275045b78015ed6cc6844

zbMATH Keywords

incomplete datamixed modelmultiple imputationsimulated annealingstochastic EM

Mathematics Subject Classification ID

Missing data (62D10) Point estimation (62F10)

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(9)

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• Maximum likelihood estimation of the Markov-switching GARCH model
• A simple approach to maximum intractable likelihood estimation
• Data-cloning SMC\(^2\): a global optimizer for maximum likelihood estimation of latent variable models
• Inference for dynamic and latent variable models via iterated perturbed Bayes maps
• Reconstruction of cross-sectional missing data using neural networks
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• Interacting particle Langevin algorithm for maximum marginal likelihood estimation

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