Coupling a stochastic approximation version of EM with an MCMC procedure
Work
Year: 2004
Type: article
Abstract: The stochastic approximation version of EM (SAEM) proposed by Delyon et al. (1999) is a powerful alternative to EM when the E-step is intractable. Convergence of SAEM toward a maximum of the observed ... more
Source: ESAIM Probability and Statistics
Authors Estelle Kuhn, Marc Lavielle
Institutions Université Paris-Sud, Université Paris Cité
Cites: 17
Cited by: 254
Related to: 10
FWCI: 5.685
Citation percentile (by year/subfield): 96.1
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze