On computing the largest fraction of missing information for the EM algorithm and the worst linear function for data augmentation.

DOI10.1016/S0167-9473(99)00003-1zbMath1063.62507OpenAlexW1971428601MaRDI QIDQ1960468

Chris Fraley

Publication date: 12 January 2000

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

Full work available at URL: https://doi.org/10.1016/s0167-9473(99)00003-1

zbMATH Keywords

EM algorithmMCMCMissing dataData augmentationIterative simulation

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items

Periodic step-size adaptation in second-order gradient descent for single-pass on-line structured learning ⋮ SEMANTICS IN DIGITAL PHOTOS: A CONTENXTUAL ANALYSIS

Uses Software

• LAPACK

Cites Work

• On the convergence properties of the EM algorithm
• On the global and componentwise rates of convergence of the EM algorithm
• Multiple Imputation After 18+ Years
• Imputation using markov chains
• The Calculation of Posterior Distributions by Data Augmentation
• Efficient Derivative Codes through Automatic Differentiation and Interface Contraction: An Application in Biostatistics
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
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