Ascent-Based Monte Carlo Expectation– Maximization

DOI10.1111/J.1467-9868.2005.00499.XMaRDI QIDQ5313587zbMATH OpenOpenAlexFDO

Authors Wolfgang Jank, Galin L. Jones, Brian Caffo

Publication date 1 September 2005

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9868.2005.00499.x

zbMATH Keywords

Markov chainEM algorithmconvergenceMonte Carlo methodsGeneralized linear mixed modelsEmpirical Bayes estimatesimportance sampling numerical examples

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• On convergence properties of the Monte Carlo EM algorithm
• scientific article; zbMATH DE number 5583485
• Unequal sampling for Monte Carlo EM algorithms.
• On the simulation size and the convergence of the Monte Carlo EM algorithm via likelihood-based distances
• An automated (Markov chain) Monte Carlo EM algorithm

Cites work

• scientific article; zbMATH DE number 1350773 (Why is no real title available?)
• scientific article; zbMATH DE number 2111716 (Why is no real title available?)
• scientific article; zbMATH DE number 837912 (Why is no real title available?)
• A Correlated Probit Model for Joint Modeling of Clustered Binary and Continuous Responses
• Acceleration of Stochastic Approximation by Averaging
• Empirical supremum rejection sampling
• Fixed-Width Output Analysis for Markov Chain Monte Carlo
• General Irreducible Markov Chains and Non-Negative Operators
• Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
• Markov chains and stochastic stability
• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Model-Based Geostatistics
• Monte Carlo EM with importance reweighting and its applications in random effects models.
• Numerical Analysis for Statisticians
• On the applicability of regenerative simulation in Markov chain Monte Carlo
• Publication Bias and Meta-Analysis for 2×2 Tables: An Average Markov Chain Monte Carlo EM Algorithm

Cited in

(40)

• Estimating duration distribution aided by auxiliary longitudinal measures in presence of missing time origin
• A self-consistency approach to multinomial logit model with random effects
• Ascent EM for fast and global solutions to finite mixtures: An application to curve-clustering of online auctions
• Unequal sampling for Monte Carlo EM algorithms.
• A maximum likelihood method for linking particle-in-cell and Monte-Carlo transport simulations
• Approximate repeated-measures shrinkage
• EM-Type algorithms for heavy-tailed logistic mixed models
• Estimation of the time of exposure based on interval and censored data using the ε‐accelerated EM algorithm
• Maximum likelihood estimation of the Markov-switching GARCH model
• Estimation in the probit normal model for binary outcomes using the SAEM algorithm
• Robustness for general design mixed models using thet-distribution
• Semiparametric regression analysis of clustered survival data with semi-competing risks
• Quasi-Monte Carlo for highly structured generalised response models
• Semiparametric efficient estimation for shared-frailty models with doubly-censored clustered data
• Frailty modeling via the empirical Bayes-Hastings sampler
• Quantifying simulator discrepancy in discrete-time dynamical simulators
• Analyzing Markov chain Monte Carlo output
• A non linear mixed effects model of plant growth and estimation via stochastic variants of the EM algorithm
• Monte Carlo co-ordinate ascent variational inference
• Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
• Fisher scoring: an interpolation family and its Monte Carlo implementations
• Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling
• Generalized linear mixed models with informative dropouts and missing covariates
• Estimating a graphical intra-class correlation coefficient (GICC) using multivariate probit-linear mixed models
• Markov and semi-Markov switching linear mixed models used to identify forest tree growth components
• On convergence properties of the Monte Carlo EM algorithm
• A hidden absorbing semi-Markov model for informatively censored temporal data: learning and inference
• A sequential Monte Carlo approach for MLE in a plant growth model
• Asymptotic properties of a stochastic EM algorithm for mixtures with censored data
• New global optimization algorithms for model-based clustering
• A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference
• Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm
• On Casting Random-Effects Models in a Survival Framework
• Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
• Survival analysis of DNA mutation motifs with penalized proportional hazards
• Learning Bayesian network parameters under equivalence constraints
• Network tomography for integer-valued traffic
• A Mixed Mover–Stayer Model for Spatiotemporal Two‐State Processes
• Modeling Longitudinal Data with Nonparametric Multiplicative Random Effects Jointly with Survival Data
• Improving Estimates of Genetic Maps: A Maximum Likelihood Approach

This page was built for publication: Ascent-Based Monte Carlo Expectation– Maximization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5313587)