On the convergence properties of the EM algorithm
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Publication:1053385
DOI10.1214/AOS/1176346060zbMATH Open0517.62035OpenAlexW2053742104WikidataQ55980173 ScholiaQ55980173MaRDI QIDQ1053385FDOQ1053385
Authors: C. J. Jeff Wu
Publication date: 1983
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346060
incomplete datacurved exponential familymaximum likelihood estimateGEM algorithmconvergence properties of EM algorithm
Cited In (only showing first 100 items - show all)
- On an independent and identically distributed mixture bilinear time-series model
- EM algorithm for stochastic hybrid systems
- Statistical inference for zero-and-one-inflated poisson models
- Irrelevance and parameter learning in Bayesian networks
- A conversation with Jeff Wu
- Recursive estimation in linear models with general errors and grouped data: A median-based procedure and related asymptotics
- Estimating the Weight Undersize Distribution for the Wicksell problem
- An EM algorithm for fitting a mixture model with symmetric log-concave densities
- An \textit{EM} algorithm for the model fitting of Markovian binary trees
- Parameter estimation of two-level nonlinear mixed effects models using first order conditional linearization and the EM algorithm
- Maximum likelihood estimation for incomplete multinomial data via the weaver algorithm
- Maximum-Likelihood-Schätzung aus gruppierten Daten -- eine Übersicht. (Maximum likelihood estimation with grouped data -- a survey)
- Efficient and robust density estimation using Bernstein type polynomials
- Mixture of experts architectures for neural networks as a special case of conditional expectation formula.
- Maximum likelihood estimation of the Markov-switching GARCH model
- Modelling Poisson marked point processes using bivariate mixture transition distributions
- The Monte Carlo EM method for estimating multivariate Tobit latent variable models
- Classification With the Matrix-Variate-t Distribution
- A self-consistent estimator for interval-valued data
- An EM estimation approach for analyzing bivariate skew normal data with non monotone missing values
- Statistical inference for a new class of multivariate Pareto distributions
- Semiparametric factor analysis for item-level response time data
- Growth curve mixture models with unknown covariance structures
- Analytical uses of Kalman filtering in econometrics — A survey
- Modifications of the EM algorithm for survival influenced by an unobserved stochastic process
- Parameter estimation in latent profile models.
- Stochastic complexity and model selection from incomplete data
- Filtering and the EM-Algorithm for the Markovian Arrival Process
- Probabilistic partial least squares model: identifiability, estimation and application
- Robust identification of Wiener time-delay system with expectation-maximization algorithm
- Modeling and identification of uncertain-input systems
- Rating the raters in a mixed model: an approach to deciphering the rater reliability
- Signal enhancement and the method of successive projections
- Statistical analysis of threshold data from experiments with nested errors
- Kalman filtering of a space-time Markov random field
- Parameter estimation of Markov switching bilinear model using the (EM) algorithm
- A comparison of the \(L_2\) minimum distance estimator and the EM-algorithm when fitting \(k\)-component univariate normal mixtures
- Modeling Hidden Exposures in Claim Severity Via the Em Algorithm
- A Bayesian interpretation of the L-curve
- Parameter estimation for partially observable systems subject to random failure
- Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method
- Maximum Likelihood Estimation of Parameters in a Mixture Model
- Asymptotic properties of the estimator for a finite mixture of exponential dispersion models
- A proof of convergence of the concave-convex procedure using Zangwill's theory
- On the Bock-Aitkin procedure -- from an EM algorithm perspective
- Point-process models of social network interactions: Parameter estimation and missing data recovery
- On simulated EM algorithms
- Constrained fuzzy evidential multivariate model identified by EM algorithm: a soft sensor to monitoring imprecise and uncertain process parameters
- Implicit models of Gaussian mixture densities and locally optimum detectors
- Linear mixed model with Laplace distribution (LLMM)
- An EM algorithm for continuous-time bivariate Markov chains
- Multigraph time-delay estiamtion using change-point technique
- Improving Estimates of Genetic Maps: A Maximum Likelihood Approach
- Consistent estimation in the Rasch model based on nonparametric margins
- Consensus-like algorithms for estimation of Gaussian mixtures over large scale networks
- Statistical Methods in Imaging
- MLE for partially observed diffusions: Direct maximization vs. the EM algorithm
- Computation of the NPMLE of distribution functions for interval censored and truncated data with applications to the Cox model.
- Estimation of parameters in latent class models using fuzzy clustering algorithms
- Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
- Robust principal component analysis via ES-algorithm
- Combining isotonic regression and EM algorithm to predict genetic risk under monotonicity constraint
- Extending the State-Space Model to Accommodate Missing Values in Responses and Covariates
- EM Algorithms
- Nonparametric estimation and consistency for renewal processes
- Global convergence of the EM algorithm for unconstrained latent variable models with categorical indicators
- An automated (Markov chain) Monte Carlo EM algorithm
- Coupling a stochastic approximation version of EM with an MCMC procedure
- Dual time-frequency domain system identification
- The MM alternative to EM
- Approximation of the variance gamma model with a finite mixture of normals
- Adaptive signal processing of asset price dynamics with predictability analysis
- Fitting bivariate losses with phase-type distributions
- Building an identifiable latent class model with covariate effects on underlying and measured variables
- Computationally efficient Monte Carlo EM algorithms for generalized linear mixed models
- Small-sample comparison of the exact and asymptotic upper tail probabilities of chi-squared goodness-of-fit statistics: the binomila and the mixture binomial
- Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm
- A robust EM clustering algorithm for Gaussian mixture models
- Convergence Behavior of the em algorithm for the multivariate t -distribution
- Pairwise likelihood inference in spatial generalized linear mixed models
- The statistical analysis of general processing tree models with the EM algorithm
- Structure detection and parameter estimation for NARX models in a unified EM framework
- Estimation from aggregate data
- Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data
- Variable Metric Forward-Backward Algorithm for Composite Minimization Problems
- Expectation-maximization based algorithm for pattern recognition in traffic speed distribution
- On the global and componentwise rates of convergence of the EM algorithm
- A multivariate pareto distribution
- The EM algorithm for graphical association models with missing data
- Identification and estimation of average causal effects when treatment status is ignorable within unobserved strata
- Psychometric latent response models
- A cross-entropy scheme for mixtures
- Comparison of the EM algorithm and alternatives
- A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals
- Phase-type software reliability model: parameter estimation algorithms with grouped data
- Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data
- EM algorithm-based identification of a class of nonlinear Wiener systems with missing output data
- A multivariate pareto distribution
- Parameter estimation of discrete multivariate phase-type distributions
- On geometric ergodicity of CHARME models
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