A multiple-imputation Metropolis version of the EM algorithm

DOI10.1093/biomet/90.3.643zbMath1436.62078OpenAlexW2021748983MaRDI QIDQ2813879

Carlo Gaetan, Jian-feng Yao

Publication date: 27 June 2016

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a7462f76749dcc1de90275045b78015ed6cc6844

zbMATH Keywords

simulated annealingincomplete datamultiple imputationmixed modelstochastic EM

Mathematics Subject Classification ID

Point estimation (62F10) Missing data (62D10)

Related Items (6)

Sequential Monte Carlo EM for multivariate probit models ⋮ Maximum likelihood estimation of the Markov-switching GARCH model ⋮ Inference for dynamic and latent variable models via iterated, perturbed Bayes maps ⋮ A simple approach to maximum intractable likelihood estimation ⋮ Data-cloning \(SMC^2\): a global optimizer for maximum likelihood estimation of latent variable models ⋮ Reconstruction of Cross-Sectional Missing Data Using Neural Networks

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