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

DOI10.2307/3315718MaRDI QIDQ4243786zbMATH OpenOpenAlexFDO

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

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

(12)

• A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling
• Stochastic approximation boosting for incomplete data problems
• Exact maximum likelihood for incomplete data from a correlated gaussian process
• A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems
• On the curved exponential family in the stochastic approximation expectation maximization algorithm
• A novel MM algorithm and the mode-sharing method in Bayesian computation for the analysis of general incomplete categorical data
• The stochastic EM algorithm: Estimation and asymptotic results
• A stochastic approximation type EM algorithm for the mixture problem
• scientific article; zbMATH DE number 810985 (Why is no real title available?)
• Efficient on-line estimation of autoregressive parameters
• A min-max regret approach to maximum likelihood inference under incomplete data
• Improving Estimates of Genetic Maps: A Maximum Likelihood Approach

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