On Recursive Estimation in Incomplete Data Models

DOI10.1080/02331880008802704zbMath0977.62092OpenAlexW2134000477MaRDI QIDQ4949637

Jian-feng Yao

Publication date: 24 January 2002

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880008802704

zbMATH Keywords

EM algorithmincomplete datamixturesstochastic algorithmrecursive estimation

Mathematics Subject Classification ID

Related Items (3)

Online Recognition via a Finite Mixture of Multivariate Generalized Gaussian Distributions ⋮ Coupling a stochastic approximation version of EM with an MCMC procedure ⋮ Three Stochastic Versions of the EM Algorithm for Estimating Longitudinal Rasch Model

Cites Work

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• Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
• On asymptotically efficient recursive estimation
• Stochastic approximation methods for constrained and unconstrained systems
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Estimation of parameters in hidden Markov models
• Acceleration of Stochastic Approximation by Averaging
• Asymptotically efficient stochastic approximation
• Convergence of stochastic algorithms: from the Kushner–Clark theorem to the Lyapounov functional method
• Stochastic versions of the em algorithm: an experimental study in the mixture case
• Testing in locally conic models, and application to mixture models
• Asymptotically efficient recursive estimation for incomplete data models using the observed information.

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