Convergent stochastic expectation maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation
DOI10.1016/j.csda.2015.04.011zbMath1468.62016arXiv1207.5938OpenAlexW1951747706MaRDI QIDQ1663188
Estelle Kuhn, Stéphanie Allassonnière
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.5938
maximum likelihood estimationMCMChigh dimensionstochastic EM algorithmdeformable templategeometric variabilityanisotropic MALAmissing variable
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Related Items (4)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Construction of Bayesian deformable models via a stochastic approximation algorithm: a convergence study
- Markov chains and stochastic stability
- An adaptive approach to Langevin MCMC
- On the ergodicity properties of some adaptive MCMC algorithms
- Maximum likelihood estimation in nonlinear mixed effects models
- Exponential convergence of Langevin distributions and their discrete approximations
- Geometric ergodicity of Metropolis algorithms
- Convergence of a stochastic approximation version of the EM algorithm
- On the consistency of Fréchet means in deformable models for curve and image analysis
- Langevin-type models. I: Diffusions with given stationary distributions and their discretizations
- Langevin-type models II: Self-targeting candidates for MCMC algorithms
- Detection, classification and estimation of individual shapes in 2D and 3D point clouds
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- A Penalized Likelihood Approach to Image Warping
- Stochastic algorithm for Bayesian mixture effect template estimation
- Computational anatomy: an emerging discipline
- Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
- Coupling a stochastic approximation version of EM with an MCMC procedure
- Towards a Coherent Statistical Framework for Dense Deformable Template Estimation
- Stability of Stochastic Approximation under Verifiable Conditions
This page was built for publication: Convergent stochastic expectation maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation