A stochastic approximation algorithm for maximum-likelihood estimation with incomplete data

DOI10.2307/3315718zbMATH Open1066.62534OpenAlexW2020540640MaRDI QIDQ4243786FDOQ4243786

Authors: Shaolin Li, Minggao Gu 

Publication date: 1998

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315718

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zbMATH Keywords

EM algorithmmaximum likelihoodmissing dataincomplete datastochastic approximation

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Sequential statistical analysis (62L10)

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Cited In (8)

• A stochastic approximation type EM algorithm for the mixture problem
• Efficient on-line estimation of autoregressive parameters
• Title not available (Why is that?)
• Exact maximum likelihood for incomplete data from a correlated gaussian process
• Stochastic approximation boosting for incomplete data problems
• A min-max regret approach to maximum likelihood inference under incomplete data
• The stochastic EM algorithm: Estimation and asymptotic results
• Improving Estimates of Genetic Maps: A Maximum Likelihood Approach

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