Coupling a stochastic approximation version of EM with an MCMC procedure
From MaRDI portal
Recommendations
- A stochastic approximation type EM algorithm for the mixture problem
- scientific article; zbMATH DE number 4135220
- Stochastic approximation Monte Carlo EM for change-point analysis
- A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling
- Stochastic versions of the em algorithm: an experimental study in the mixture case
Cites work
- A simulated pseudo-maximum likelihood estimator for nonlinear mixed models.
- A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems
- An application of MCMC methods for the multiple change-points problem.
- Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
- Convergence of a stochastic approximation version of the EM algorithm
- scientific article; zbMATH DE number 48727 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 739537 (Why is no real title available?)
- scientific article; zbMATH DE number 841848 (Why is no real title available?)
- Markov chains and stochastic stability
- Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation
- Maximum likelihood estimation via the ECM algorithm: A general framework
- On Recursive Estimation in Incomplete Data Models
- On the convergence properties of the EM algorithm
- Rates of convergence of the Hastings and Metropolis algorithms
Cited in
(78)- Extension of the SAEM algorithm to left-censored data in nonlinear mixed-effects model: Application to HIV dynamics model
- Joint segmentation of wind speed and direction using a hierarchical model
- Model-based curve registration via stochastic approximation EM algorithm
- Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy): spatial special issue
- Online EM for functional data
- A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature
- Convergent stochastic expectation maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation
- Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
- Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty
- 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
- Fast selection of nonlinear mixed effect models using penalized likelihood
- Estimation of dense stochastic block models visited by random walks
- Inference in Gaussian state-space models with mixed effects for multiple epidemic dynamics
- Particle methods for statistical inference and design optimization
- Properties of the stochastic approximation EM algorithm with mini-batch sampling
- Parameter estimation and treatment optimization in a stochastic model for immunotherapy of cancer
- High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model
- Heavy-tailed longitudinal regression models for censored data: a robust parametric approach
- Linear prediction error methods for stochastic nonlinear models
- Assessing the correlation structure in cow udder quarter infection times through extensions of the correlated frailty model
- A flexible state-space model for learning nonlinear dynamical systems
- A stochastic algorithm for probabilistic independent component analysis
- On nonparametric maximum likelihood for a class of stochastic inverse problems
- Estimation of parameters in incomplete data models defined by dynamical systems
- A non linear mixed effects model of plant growth and estimation via stochastic variants of the EM algorithm
- Investigate data dependency for dynamic gene regulatory network identification through high-dimensional differential equation approach
- Estimation for stochastic differential equations with mixed effects
- Stochastic algorithm for Bayesian mixture effect template estimation
- Bayesian mixed effect atlas estimation with a diffeomorphic deformation model
- Extension of the SAEM algorithm for nonlinear mixed models with 2 levels of random effects
- scientific article; zbMATH DE number 4135220 (Why is no real title available?)
- Convergence of non-homogeneous versions of the MCEM and StEM algorithms
- A stochastic approximation type EM algorithm for the mixture problem
- Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm
- Nonlinear methods for inverse statistical problems
- Learning from a lot: empirical Bayes for high-dimensional model-based prediction
- A Bayesian mixed-effects model to learn trajectories of changes from repeated manifold-valued observations
- Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects
- 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
- Stochastic approximation Monte Carlo EM for change-point analysis
- A refined parameter estimating approach for HIV dynamic model
- Bayesian spatial prediction of skew and censored data via a hybrid algorithm
- Parametric inference for mixed models defined by stochastic differential equations
- Perfect stochastic EM
- On the modelling of nested risk-neutral stochastic processes with applications in insurance
- Estimation in truncated GLG model for ordered categorical spatial data using the SAEM algorithm
- Stochastic approximation boosting for incomplete data problems
- Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models
- A mixed stochastic approximation EM (MSAEM) algorithm for the estimation of the four-parameter normal ogive model
- Construction of Bayesian deformable models via a stochastic approximation algorithm: a convergence study
- Bayesian high-dimensional covariate selection in non-linear mixed-effects models using the SAEM algorithm
- Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling
- Flexible longitudinal linear mixed models for multiple censored responses data
- Influence diagnostics in spatial models with censored response
- Likelihood-based inference for spatiotemporal data with censored and missing responses
- Multivariate disease progression modeling with longitudinal ordinal data
- Comparison of computationally efficient approximate methods for nonlinear and generalized linear mixed effects models
- Learning dynamical systems with particle stochastic approximation EM
- Estimation of ratios of normalizing constants using stochastic approximation: the SARIS algorithm
- An empirical Bayes procedure for the selection of Gaussian graphical models
- Fast maximum likelihood estimation for general hierarchical models
- Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood
- Deep Discrete Encoders: Identifiable Deep Generative Models for Rich Data with Discrete Latent Layers
- Mixed-effects estimation in dynamic models of plant growth for the assessment of inter-individual variability
- Geodesic slice sampling on Riemannian manifolds
- Estimation in nonlinear mixed-effects models using heavy-tailed distributions
- On a convergent stochastic estimation algorithm for frailty models
- An improved SAEM algorithm for maximum likelihood estimation in mixtures of non linear mixed effects models
- Quantile regression for nonlinear mixed effects models: a likelihood based perspective
- A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling
- Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
- A mixture model-based approach to the clustering of exponential repeated data
- Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation
- Maximum likelihood estimation in nonlinear mixed effects models
- Estimation in the probit normal model for binary outcomes using the SAEM algorithm
This page was built for publication: Coupling a stochastic approximation version of EM with an MCMC procedure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4671811)