Simulation-based approach to estimation of latent variable models

DOI10.1016/J.CSDA.2006.02.016zbMATH Open1157.62347OpenAlexW2056646467MaRDI QIDQ1010464FDOQ1010464

Authors: Zhiguang Qian, Alexander Shapiro 

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.02.016

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zbMATH Keywords

latent variable modelssimulation-based inferencestochastic programmingsample average approximation

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

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• Limited- and Full-Information Estimation and Goodness-of-Fit Testing in 2ⁿContingency Tables
• Factor analysis with (mixed) observed and latent variables in the exponential family
• Linear programming under uncertainty
• A simulation-based approach to two-stage stochastic programming with recourse
• A branch and bound method for stochastic global optimization
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs
• Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results
• Generalized latent trait models
• On complexity of stochastic programming problems
• Stochastic approximation
• Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation
• Integrated Variance Reduction Strategies for Simulation
• Simulation-based optimization—convergence analysis and statistical inference

Cited In (12)

• Title not available (Why is that?)
• Asymptotic properties of adaptive maximum likelihood estimators in latent variable models
• Computation for latent variable model estimation: a unified stochastic proximal framework
• Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates
• Data-cloning SMC\(^2\): a global optimizer for maximum likelihood estimation of latent variable models
• Estimating simultaneous equations models by a simulation technique
• Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables
• Indirect density estimation using the iterative Bayes algorithm
• Efficient direct sampling MCEM algorithm for latent variable models with binary responses
• Maximum likelihood estimation for discrete latent variable models via evolutionary algorithms
• Entropic Latent Variable Integration via Simulation
• Iterated filtering

Uses Software

• GAMS

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