Ascent-Based Monte Carlo Expectation– Maximization

DOI10.1111/j.1467-9868.2005.00499.xzbMath1075.65011OpenAlexW2008668767MaRDI QIDQ5313587

Galin L. Jones, Wolfgang Jank, Brian S. 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

convergenceEM algorithmMonte Carlo methodsMarkov chainGeneralized linear mixed modelsEmpirical Bayes estimatesimportance sampling numerical examples

Mathematics Subject Classification ID

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