An automated (Markov chain) Monte Carlo EM algorithm

DOI10.1080/0094965031000147704MaRDI QIDQ4673864zbMATH OpenOpenAlexFDO

Authors Richard A. Levine, Juanjuan Fan

Publication date 9 May 2005

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0094965031000147704

zbMATH Keywords

generalized linear mixed modelsGibbs samplerimportance samplingMetropolis-Hastings algorithmregenerative simulationrenewal theorysalamander data

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point estimation (62F10) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Monte Carlo EM Estimation for Time Series Models Involving Counts
• On convergence properties of the Monte Carlo EM algorithm
• Unequal sampling for Monte Carlo EM algorithms.
• On the simulation size and the convergence of the Monte Carlo EM algorithm via likelihood-based distances

Cites work

• Convergence controls for MCMC algorithms, with applications to hidden markov chains
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 1350773 (Why is no real title available?)
• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Maximum Likelihood Algorithms for Generalized Linear Mixed Models
• Maximum Likelihood Estimation for Probit-Linear Mixed Models with Correlated Random Effects
• Maximum Likelihood Variance Components Estimation for Binary Data
• Monte Carlo EM with importance reweighting and its applications in random effects models.
• On the convergence properties of the EM algorithm
• Regeneration in Markov Chain Samplers

Cited in

(19)

• Ascent EM for fast and global solutions to finite mixtures: An application to curve-clustering of online auctions
• Maximum likelihood estimation of the Markov-switching GARCH model
• Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling
• Multivariate frailty models for multi-type recurrent event data and its application to cancer prevention trial
• Predictive coarse-graining
• Automated parameter blocking for efficient Markov chain Monte Carlo sampling
• A resource selection model for analyzing pseudoreplicated data due to grouping behavior of animals
• Stochastic proximal-gradient algorithms for penalized mixed models
• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Frailty modeling via the empirical Bayes-Hastings sampler
• Monte Carlo EM Estimation for Time Series Models Involving Counts
• A hybrid EM and Monte Carlo EM algorithm and its application to analysis of transmission of infectious diseases
• EM-Type algorithms for heavy-tailed logistic mixed models
• A fast Monte Carlo expectation-maximization algorithm for estimation in latent class model analysis with an application to assess diagnostic accuracy for cervical neoplasia in women with atypical glandular cells
• Ascent-Based Monte Carlo Expectation– Maximization
• Accounting for spot matching uncertainty in the analysis of proteomics data from two-dimensional gel electrophoresis
• Generalized linear mixed hidden models in longitudinal settings: a Bayesian approach
• Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM
• New global optimization algorithms for model-based clustering

This page was built for publication: An automated (Markov chain) Monte Carlo EM algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4673864)