Data-cloning \(SMC^2\): a global optimizer for maximum likelihood estimation of latent variable models

DOI10.1016/j.csda.2019.106841OpenAlexW2975563945MaRDI QIDQ2008135

Yu-Wei Hsieh, Jin-Chuan Duan, Andras Fulop

Publication date: 22 November 2019

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

Full work available at URL: https://doi.org/10.1016/j.csda.2019.106841

zbMATH Keywords

maximum likelihoodMonte Carlo optimizationsequential Monte Carlolatent variabledata clone

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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Cites Work

• The pseudo-marginal approach for efficient Monte Carlo computations
• The Correlated Pseudo-Marginal Method
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• Particle Markov Chain Monte Carlo Methods
• Estimability and Likelihood Inference for Generalized Linear Mixed Models Using Data Cloning
• Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
• Sequential Quasi Monte Carlo
• Microeconometrics
• SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models

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