Convergence of a stochastic approximation version of the EM algorithm

DOI10.1214/aos/1018031103zbMath0932.62094OpenAlexW1596437242MaRDI QIDQ1807177

Bernard Delyon, Marc Lavielle, Eric Moulines

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1018031103

zbMATH Keywords

optimizationsimulationincomplete dataMonte Carlo algorithmmaximum likelihoodmissing datastochastic algorithmstochastic approximation EM

Mathematics Subject Classification ID

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