Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods

DOI10.1214/20-AIHP1097zbMath1469.62215arXiv1808.02721OpenAlexW3163668841WikidataQ112124735 ScholiaQ112124735MaRDI QIDQ2041822

Wojciech Niemiro, Błażej Miasojedow, Wojciech Rejchel

Publication date: 23 July 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.02721

zbMATH Keywords

maximum likelihood estimationMonte Carlo methodMarkov chainmissing data modelintractable normalizing constant

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Missing data (62D10)

Uses Software

• bernor

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
• Estimation and annealing for Gibbsian fields
• Asymptotics for \(M\)-estimators defined by convex minimization
• Geometric ergodicity and hybrid Markov chains
• Convergence of the Monte Carlo expectation maximization for curved exponential families.
• Monte Carlo likelihood inference for missing data models
• MCMC imputation in autologistic model
• Markov Chains and Stochastic Stability
• Maximum‐likelihood estimation for constrained‐ or missing‐data models
• Sequential Imputations and Bayesian Missing Data Problems
• On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models
• Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms
• Markov Chain Monte Carlo for Autologistic Regression Models with Application to the Distribution of Plant Species