f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models

DOI10.1016/j.csda.2019.07.001OpenAlexW2962565361WikidataQ127499111 ScholiaQ127499111MaRDI QIDQ2008004

Belhal Karimi, Marc Lavielle, Eric Moulines

Publication date: 22 November 2019

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

Full work available at URL: https://arxiv.org/abs/1910.12222

zbMATH Keywords

stochastic approximationLaplace approximationMCMCEMmixed effects

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic approximation (62L20)

Related Items

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

Uses Software

• NONMEM
• Stan
• RStan
• rstan
• ramcmc
• madness
• ADVI
• NUTS

Cites Work

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