Fisher scoring: an interpolation family and its Monte Carlo implementations

DOI10.1016/j.csda.2010.02.006zbMath1284.62084OpenAlexW2069244712MaRDI 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 algorithmFisher informationrandomized algorithmFisher scoringmixture modelmixed-effects modeliteratively reweighted least squares

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

Uses Software

• npmlreg
• BayesDA

Cites Work

• Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies
• Maximum likelihood computation based on the Fisher scoring and Gauss-Newton quadratic approximations
• The geometry of mixture likelihoods: A general theory
• Numerical estimation of a probability measure
• Smallest point of a polytope
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Maximum Likelihood Variance Components Estimation for Binary Data
• Finite mixture models
• A General Maximum Likelihood Analysis of Variance Components in Generalized Linear Models
• Ascent-Based Monte Carlo Expectation– Maximization
• On Fast Computation of the Non-Parametric Maximum Likelihood Estimate of a Mixing Distribution
• A Monte Carlo Newton-Raphson procedure for maximizing complex likelihoods on pedigree data.
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