Fisher scoring: an interpolation family and its Monte Carlo implementations

DOI10.1016/j.csda.2010.02.006zbMath1284.62084MaRDI QIDQ2445629

Yong Wang

Publication date: 14 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.csda.2010.02.006

zbMATH Keywords

EM algorithm; Fisher information; randomized algorithm; Fisher scoring; mixture model; mixed-effects model; iteratively reweighted least squares

Mathematics Subject Classification ID

62B10: Statistical aspects of information-theoretic topics

Uses Software

• npmlreg
• BayesDA

Cites Work

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