Convergent stochastic expectation maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation

DOI10.1016/j.csda.2015.04.011zbMath1468.62016arXiv1207.5938MaRDI QIDQ1663188

Stéphanie Allassonnière, Estelle Kuhn

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

zbMATH Keywords

maximum likelihood estimation; MCMC; high dimension; stochastic EM algorithm; deformable template; geometric variability; anisotropic MALA; missing variable

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62P10: Applications of statistics to biology and medical sciences; meta analysis

Uses Software

• LDDMM