Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM

DOI10.1016/j.csda.2004.03.019zbMath1429.62021MaRDI QIDQ957148

Wolfgang Jank

Publication date: 26 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.csda.2004.03.019

zbMATH Keywords

EM algorithm; Halton sequence; Monte Carlo error; low-discrepancy sequence; geostatistical model

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62F10: Point estimation

65C05: Monte Carlo methods

86A32: Geostatistics

Related Items

On clonal selection, Quasi-Monte Carlo for highly structured generalised response models, New global optimization algorithms for model-based clustering, High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm, Numerical integration in logistic-normal models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• On the convergence properties of the EM algorithm
• Van der Corput sequences, Kakutani transforms and one-dimensional numerical integration
• Scrambling Sobol' and Niederreiter-Xing points
• Convergence of the Monte Carlo expectation maximization for curved exponential families.
• Randomized Halton sequences
• Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems
• Quasi-Monte Carlo integration
• Maximum likelihood estimation via the ECM algorithm: A general framework
• A Unified View of the IPA, SF, and LR Gradient Estimation Techniques
• Discrépance de suites associées à un système de numération (en dimension s)
• Model-Based Geostatistics
• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Laplace Importance Sampling for Generalized Linear Mixed Models
• Maximum Likelihood Algorithms for Generalized Linear Mixed Models
• Conditions for convergence of Monte Carlo EM sequences with an application to product diffusion modeling
• Safe and Effective Importance Sampling
• Hierarchical Models: A Current Computational Perspective
• An automated (Markov chain) Monte Carlo EM algorithm
• Approximate Inference in Generalized Linear Mixed Models
• Monte Carlo EM Estimation for Time Series Models Involving Counts
• Modeling uncertainty. An examination of stochastic theory, methods, and applications