Is EM really necessary here? Examples where it seems simpler not to use EM

DOI10.1007/s10182-021-00392-xzbMath1478.62061OpenAlexW3137927944MaRDI QIDQ2068900

Publication date: 20 January 2022

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-021-00392-x

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Point estimation (62F10)

Uses Software

Cites Work

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Some things we've learned (about Markov chain Monte Carlo)
Comparison of the EM algorithm and alternatives
The MM alternative to EM
Parameter expansion and efficient inference
Estimating the parameters of the Marshall-Olkin bivariate Weibull distribution by EM algorithm
Mathematical and statistical methods for genetic analysis.
Archimedean-based Marshall-Olkin distributions and related dependence structures
Proximal algorithms in statistics and machine learning
The restricted EM algorithm under inequality restrictions on the parameters
MM Optimization Algorithms
A Look at Some Data on the Old Faithful Geyser
Numerical Analysis for Statisticians
Two Generalizations of the Binomial Distribution
Parameter expansion to accelerate EM: the PX-EM algorithm
The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
Statistical Models
The Restricted EM Algorithm for Maximum Likelihood Estimation Under Linear Restrictions on the Parameters
Numerical Maximisation of Likelihood: A Neglected Alternative to EM?
The Altham–Poisson distribution
Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models
Linear Statistical Inference and its Applications
The Dynamic ‘Expectation–Conditional Maximization Either’ Algorithm
THE ESTIMATION FROM INDIVIDUAL RECORDS OF THE RELATIONSHIP BETWEEN DOSE AND QUANTAL RESPONSE
Direct Calculation of the Variance of Maximum Penalized Likelihood Estimates via EM Algorithm
Even More Direct Calculation of the Variance of a Maximum Penalized-Likelihood Estimator
Understanding and Addressing the Unbounded “Likelihood” Problem
Hidden Markov Models for Time Series

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