A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling

DOI10.1016/J.CSDA.2020.107159OpenAlexW3118823227MaRDI QIDQ830097FDOQ830097

Authors: Stéphanie Allassonnière, Juliette Chevallier 

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107159

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zbMATH Keywords

stochastic approximationstochastic optimizationtheoretical convergencetempered distributionEM-like algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
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• Efficient Gaussian Sampling for Solving Large-Scale Inverse Problems Using MCMC

Cited In (10)

• Coupling a stochastic approximation version of EM with an MCMC procedure
• A stochastic approximation type EM algorithm for the mixture problem
• On the curved exponential family in the Stochastic Approximation Expectation Maximization Algorithm
• Properties of the stochastic approximation EM algorithm with mini-batch sampling
• Global implicit function theorems and the online expectation–maximisation algorithm
• Randomized extrapolation for accelerating EM-type fixed-point algorithms
• Missing link survival analysis with applications to available pandemic data
• Reverse EM-problem based on Bregman divergence and its application to classical and quantum information theory
• Convergent stochastic expectation maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation
• Title not available (Why is that?)

Uses Software

• UCI-ml
• Monolix

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