Convergence of a stochastic approximation version of the EM algorithm
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Cited in
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- Extension of the SAEM algorithm to left-censored data in nonlinear mixed-effects model: Application to HIV dynamics model
- Moments and random number generation for the truncated elliptical family of distributions
- Spectral estimation of Hawkes processes from count data
- On single versus multiple imputation for a class of stochastic algorithms estimating maximum likelihood
- Convergence of the Monte Carlo expectation maximization for curved exponential families.
- Parameter estimation of two-level nonlinear mixed effects models using first order conditional linearization and the EM algorithm
- Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling
- Phenomenological modeling of tumor diameter growth based on a mixed effects model
- Online EM for functional data
- Population parametrization of costly black box models using iterations between SAEM algorithm and Kriging
- A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics
- Convergent stochastic expectation maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation
- Fast derivatives of likelihood functionals for ODE based models using adjoint-state method
- Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
- Parameter estimation of complex mixed models based on meta-model approach
- Estimation of probability mixture.
- String methods for stochastic image and shape matching
- Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
- f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models
- On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic
- Learning the clustering of longitudinal shape data sets into a mixture of independent or branching trajectories
- Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation
- Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence
- Parameter estimation for jump Markov linear systems
- Inference in Gaussian state-space models with mixed effects for multiple epidemic dynamics
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
- SABRINA: a stochastic subspace majorization-minimization algorithm
- Variational system identification for nonlinear state-space models
- Mini-batch learning of exponential family finite mixture models
- Efficient inference in state-space models through adaptive learning in online Monte Carlo expectation maximization
- Properties of the stochastic approximation EM algorithm with mini-batch sampling
- Coupled conditional backward sampling particle filter
- Parameter estimation and treatment optimization in a stochastic model for immunotherapy of cancer
- Stochastic optimization with momentum: convergence, fluctuations, and traps avoidance
- High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model
- Quantitative magnetic resonance image analysis via the EM algorithm with stochastic variation
- Heavy-tailed longitudinal regression models for censored data: a robust parametric approach
- Linear prediction error methods for stochastic nonlinear models
- Global convergence of the EM algorithm for ARX models with uncertain communication channels
- Logistic regression with missing covariates -- parameter estimation, model selection and prediction within a joint-modeling framework
- Stochastic proximal-gradient algorithms for penalized mixed models
- Unsupervised learning of pharmacokinetic responses
- Quantile estimation with adaptive importance sampling
- Annealing stochastic approximation Monte Carlo algorithm for neural network training
- Censored mixed-effects models for irregularly observed repeated measures with applications to HIV viral loads
- A flexible state-space model for learning nonlinear dynamical systems
- A stochastic algorithm for probabilistic independent component analysis
- Joint analysis of mixed Poisson and continuous longitudinal data with nonignorable missing values
- Markovian stochastic approximation with expanding projections
- Statistical models for deformable templates in image and shape analysis
- A note on BIC in mixed-effects models
- On nonparametric maximum likelihood for a class of stochastic inverse problems
- Generalized linear mixed models for correlated binary data with t-link
- Estimation of parameters in incomplete data models defined by dynamical systems
- Uncertainty quantification in scientific machine learning: methods, metrics, and comparisons
- Central limit theorems for stochastic approximation with controlled Markov chain dynamics
- EM algorithms from a non-stochastic perspective
- A non linear mixed effects model of plant growth and estimation via stochastic variants of the EM algorithm
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models
- Investigate data dependency for dynamic gene regulatory network identification through high-dimensional differential equation approach
- Bayesian time series analysis of structural changes in level and trend
- A novel Bayesian strategy for the identification of spatially varying material properties and model validation: an application to static elastography
- Maximum Likelihood Estimation of Long-Term HIV Dynamic Models and Antiviral Response
- Mixed-effects state-space models for analysis of longitudinal dynamic systems
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- Bayesian mixed effect atlas estimation with a diffeomorphic deformation model
- A nonlinear mixed-effects model for multivariate longitudinal data with dropout with application to HIV disease dynamics
- Extension of the SAEM algorithm for nonlinear mixed models with 2 levels of random effects
- An Expectation Conditional Maximization Approach for Gaussian Graphical Models
- Road trafficking description and short term travel time forecasting, with a classification method
- Classification of longitudinal data through a semiparametric mixed-effects model based on Lasso-type estimators
- Wavelet-domain test for long-range dependence in the presence of a trend
- Estimation in the partially observed stochastic Morris-Lecar neuronal model with particle filter and stochastic approximation methods
- Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm
- Stochastic versions of the em algorithm: an experimental study in the mixture case
- Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm
- Conditions for convergence of Monte Carlo EM sequences with an application to product diffusion modeling
- Nonlinear methods for inverse statistical problems
- Degradation test plan for a nonlinear random-coefficients model
- An extended likelihood framework for modelling discretely observed credit rating transitions
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- Coupling a stochastic approximation version of EM with an MCMC procedure
- A universal procedure for parametric frailty models
- A sequential Monte Carlo approach for MLE in a plant growth model
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- Unsupervised classification and analysis of objects described by nonparametric probability distributions
- On an asymmetric extension of the Tobit model based on the tilted-normal distribution
- Nonlinear mixed-effects HIV dynamic models with considering left-censored measurements
- On the curved exponential family in the stochastic approximation expectation maximization algorithm
- Likelihood-based inference for censored linear regression models with scale mixtures of skew-normal distributions
- Nonlinear mixed-effects models with scale mixture of skew-normal distributions
- Adaptive Bayesian SLOPE: Model Selection With Incomplete Data
- Likelihood-free stochastic approximation EM for inference in complex models
- Stochastic approximation Monte Carlo EM for change-point analysis
- EM-Type algorithms for heavy-tailed logistic mixed models
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