Parameter expansion to accelerate EM: the PX-EM algorithm
DOI10.1093/BIOMET/85.4.755zbMATH Open0921.62071OpenAlexW2091276705WikidataQ56286742 ScholiaQ56286742MaRDI QIDQ4236505FDOQ4236505
Donald B. Rubin, Chuanhai Liu, Ying Nian Wu
Publication date: 28 March 1999
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/d9ed666818217133b7816fbce3cfd94b1dffd465
factor analysisrandom effects modelcovariance adjustmentmultivariate \(t\) distributionparameter expansionprobit regressionECMECMEPoisson imaging model
Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99) Estimation in multivariate analysis (62H12) Applications of statistics (62P99)
Cited In (only showing first 100 items - show all)
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- Linearly preconditioned nonlinear conjugate gradient acceleration of the PX-EM algorithm
- Parameter expansion and efficient inference
- An algorithm for searching optimal variance component estimators in linear mixed models
- Adaptive polarimetry design for a target in compound-Gaussian clutter
- Computationally efficient learning of multivariate \(t\) mixture models with missing information
- Robustness for general design mixed models using thet-distribution
- Bayesian variable selection under the proportional hazards mixed-effects model
- Improving mixture tree construction using better EM algorithms
- Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter
- Extension of the SAEM algorithm to left-censored data in nonlinear mixed-effects model: Application to HIV dynamics model
- Invariant Inference and Efficient Computation in the Static Factor Model
- Bayesian analysis of multivariatetlinear mixed models with missing responses at random
- Bayesian analysis of multivariate probit models with surrogate outcome data
- Multivariate hierarchical Bayesian models and choice of priors in the analysis of survey data
- Hybrid Bayesian inference on HIV viral dynamic models
- Two-level linear paired comparison models: Estimation and identifiability issues
- Estimation in nonlinear mixed-effects models using heavy-tailed distributions
- Bayesian variable selection for logistic mixed model with nonparametric random effects
- Functional gradient ascent for probit regression
- Conceptual, computational and inferential benefits of the missing data perspective in applied and theoretical statistical problems
- Parameter estimation and inference in the linear mixed model
- Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
- Supervised learning of multivariate skew normal mixture models with missing information
- Generalized linear mixed models with informative dropouts and missing covariates
- Bayesian semiparametric structural equation models with latent variables
- A semiparametric approach to mixed outcome latent variable models: estimating the association between cognition and regional brain volumes
- Modeling a mixture of ordinal and continuous repeated measures
- On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
- Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm
- Choosing an appropriate number of factors in factor analysis with incomplete data
- Joint modelling of location and scale parameters of the t distribution
- CADEM: a conditional augmented data EM algorithm for fitting one parameter probit models
- Gaussian Scale Mixture Models for Robust Linear Multivariate Regression with Missing Data
- Cross-fertilizing strategies for better EM mountain climbing and DA field exploration: a graphical guide book
- From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s
- Differentiability of \(t\)-functionals of location and scatter
- Hierarchical models for repeated binary data using the IBF sampler
- Parameter Expansion for Data Augmentation
- Automated learning of factor analysis with complete and incomplete data
- Efficient direct sampling MCEM algorithm for latent variable models with binary responses
- A Hybrid EM and Monte Carlo EM Algorithm and Its Application to Analysis of Transmission of Infectious Diseases
- Bayesian robust inference of sample selection using selection-\(t\) models
- Multivariate t semiparametric mixed-effects model for longitudinal data with multiple characteristics
- Acceleration of the EM algorithm: P-EM versus epsilon algorithm
- Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms
- Robust modeling using non-elliptically contoured multivariate \(t\) distributions
- Acceleration schemes with application to the EM algorithm
- Fixed and Random Effects Selection in Linear and Logistic Models
- Multivariate measurement error models based on scale mixtures of the skew–normal distribution
- High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature
- The restricted EM algorithm under inequality restrictions on the parameters
- A new joint model for longitudinal and survival data with a cure fraction
- A quasi-Newton acceleration for high-dimensional optimization algorithms
- Sequential Monte Carlo EM for multivariate probit models
- Skew-normal factor analysis models with incomplete data
- Extending mixtures of factor models using the restricted multivariate skew-normal distribution
- Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition
- Robust clustering by deterministic agglomeration EM of mixtures of multivariate \(t\)-distributions
- Modeling through group invariance: an interesting example with potential applications.
- Acceleration of the EM algorithm using the Vector Aitken method and its Steffensen form
- Analyzing Variety by Environment Data Using Multiplicative Mixed Models and Adjustments for Spatial Field Trend
- EM algorithms for ordered probit models with endogenous regressors
- Maximum Likelihood Estimation of Hierarchical Linear Models from Incomplete Data: Random Coefficients, Statistical Interactions, and Measurement Error
- Modeling hybrid traits for comorbidity and genetic studies of alcohol and nicotine co-dependence
- A Bayesian analysis of the incomplete block crossover design
- Estimation of the linear mixed integrated Ornstein–Uhlenbeck model
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- A novel MM algorithm and the mode-sharing method in Bayesian computation for the analysis of general incomplete categorical data
- On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled t-distributed innovations
- Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion
- NESTED DESIGNS WITH MULTIVARIATE MEASUREMENT: AN ILLUSTRATION OF THE STRUCTURAL APPROACH TO RANDOM EFFECTS MULTIVARIATE ANALYSIS OF VARIANCE
- Issues of robustness and high dimensionality in cluster analysis
- A new REML (parameter expanded) EM algorithm for linear mixed models
- The fragility of standard inferential approaches in principal stratification models relative to direct likelihood approaches
- A Probit Latent Class Model with General Correlation Structures for Evaluating Accuracy of Diagnostic Tests
- Efficient data augmentation techniques for some classes of state space models
- An EM Algorithm for Capsule Regression
- Ultimate Pólya Gamma Samplers–Efficient MCMC for Possibly Imbalanced Binary and Categorical Data
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- Mixture of longitudinal factor analyzers and their application to the assessment of chronic pain
- Data augmentation and parameter expansion for independent or spatially correlated ordinal data
- Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty
- Data transforming augmentation for heteroscedastic models
- The orthogonally partitioned EM algorithm: extending the EM algorithm for algorithmic stability and bias correction due to imperfect data
- A Bayesian semiparametric vector multiplicative error model
- Bayesian variable selection for mixed effects model with shrinkage prior
- Is EM really necessary here? Examples where it seems simpler not to use EM
- Quadratic extrapolation for accelerating convergence of the EM fixed point problem
- Randomized extrapolation for accelerating EM-type fixed-point algorithms
- The multiset EM algorithm
- An Asynchronous Distributed Expectation Maximization Algorithm for Massive Data: The DEM Algorithm
- Nesting Monte Carlo EM for high-dimensional item factor analysis
- On Casting Random-Effects Models in a Survival Framework
- Robust factored principal component analysis for matrix-valued outlier accommodation and detection
- Fast and accurate estimation of non-nested binomial hierarchical models using variational inference
- The covariance structure and likelihood function for multivariate dyadic data
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