Coupling a stochastic approximation version of EM with an MCMC procedure

DOI10.1051/ps:2004007zbMath1155.62420OpenAlexW2055742299MaRDI QIDQ4671811

Publication date: 26 April 2005

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2004__8__115_0

zbMATH Keywords

EM algorithm stochastic approximation SAEM algorithm MCMC algorithm convolution model change-points model

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic approximation (62L20)

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