Maximum likelihood estimation via the ECM algorithm: A general framework
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missing dataregression modelcontingency tablesGibbs samplerincomplete dataconstrained optimizationECM algorithmiterative proportional fittingloglinear modeliterated conditional modesconditional maximum likelihood estimationgeneralized EM algorithmsconditional maximizationcomplete-data maximum likelihood estimation
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- A latent factor linear mixed model for high-dimensional longitudinal data analysis
- Fast Network Community Detection With Profile-Pseudo Likelihood Methods
- Selecting time-series hyperparameters with the artificial jackknife
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- A nested expectation-maximization algorithm for latent class models with covariates
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- Recent development in skew-normal based stochastic frontier analysis
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- Robust statistical modelling using the multivariate skew t distribution with complete and incomplete data
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- A general framework for penalized mixed-effects multitask learning with applications on DNA methylation surrogate biomarkers creation
- Geometry of EM and related iterative algorithms
- Parameter expansion and efficient inference
- MM algorithms for generalized Bradley-Terry models.
- Acceleration of the EM and ECM algorithms using the Aitken \(\delta^2\) method for log-linear models with partially classified data
- Linear mixed function-on-function regression models
- A spectral approach to estimation and smoothing of continuous spatial processes
- Mixtures of common factor analyzers using the restricted multivariate skew-t distribution for clustering high-dimensional data with missing values
- Extending the State-Space Model to Accommodate Missing Values in Responses and Covariates
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- Mixtures of \(t\) factor analysers with censored responses and external covariates: an application to educational data from Peru
- Identifying intrinsic variability in multivariate systems through linearized inverse methods
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- Estimation of extreme percentiles in Birnbaum-Saunders distributions
- An expectation conditional maximization Algorithm for the Skew-normal based stochastic frontier model
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- Robust mixture regression modeling based on two-piece scale mixtures of normal distributions
- Nonlinear semiparametric autoregressive models based on a class of two-piece distributions
- Range-based volatility modeling in financial markets using a family of scale mixtures of Birnbaum-Saunders distribution
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- Adaptive estimation of autoregression models under long-tailed symmetric distribution
- Three skewed matrix variate distributions
- Convergence of a stochastic approximation version of the EM algorithm
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- Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density
- Model‐based clustering of regression time series data via APECM—an AECM algorithm sung to an even faster beat
- Estimating the parameters of hidden binomial trials by the EM algorithm
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