A sequential Monte Carlo Gibbs coupled with stochastically approximated expectation-maximization algorithm for functional data

DOI10.4310/20-SII657MaRDI QIDQ2116959zbMATH OpenOpenAlexFDO

Authors Ziyue Liu

Publication date 18 March 2022

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/20-sii657

zbMATH Keywords

functional dataGibbs samplerparticle filtersequential Monte Carlostate space modelstochastically approximated EM

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(1)

• Fast maximum likelihood estimation for general hierarchical models

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