Composite likelihood EM algorithm with applications to multivariate hidden Markov model

zbMATH Open1206.62108MaRDI QIDQ3074766FDOQ3074766

Authors: Xin Gao, Peter X.-K. Song 

Publication date: 10 February 2011

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J21N1/J21N17/J21N17.html

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zbMATH Keywords

composite likelihoodEM algorithmlatent variablesmicroarray datatime-course

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Estimation in multivariate analysis (62H12)

Cited In (16)

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• Student‐t stochastic volatility model with composite likelihood EM‐algorithm
• A Review of Multi‐Compartment Infectious Disease Models
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• Mixture models for mixed-type data through a composite likelihood approach
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• Extending Hui-Walter framework to correlated outcomes with application to diagnosis tests of an eye disease among premature infants
• Frugal Gaussian clustering of huge imbalanced datasets through a bin-marginal approach
• Mixture models for ordinal data: a pairwise likelihood approach
• Semiparametric model for regression analysis with nonmonotone missing data
• The composite marginal likelihood (CML) inference approach with applications to discrete and mixed dependent variable models
• 30 years of space-time covariance functions

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