Simulation-based approach to estimation of latent variable models

DOI10.1016/J.CSDA.2006.02.016MaRDI QIDQ1010464zbMATH OpenOpenAlexFDO

Authors Zhiguang Qian, Alexander Shapiro

Publication date 6 April 2009

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

Full work available at URL https://doi.org/10.1016/j.csda.2006.02.016

zbMATH Keywords

latent variable modelssimulation-based inferencestochastic programmingsample average approximation

Mathematics Subject Classification ID

Point estimation (62F10)

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Cited in

(12)

• Asymptotic properties of adaptive maximum likelihood estimators in latent variable models
• scientific article; zbMATH DE number 5726544 (Why is no real title available?)
• Computation for latent variable model estimation: a unified stochastic proximal framework
• Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates
• Data-cloning SMC\(^2\): a global optimizer for maximum likelihood estimation of latent variable models
• Estimating simultaneous equations models by a simulation technique
• Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables
• Indirect density estimation using the iterative Bayes algorithm
• Efficient direct sampling MCEM algorithm for latent variable models with binary responses
• Maximum likelihood estimation for discrete latent variable models via evolutionary algorithms
• Entropic Latent Variable Integration via Simulation
• Iterated filtering

Describes a project that uses

Uses Software

• GAMS

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