An Automated MCEM Algorithm for Hierarchical Models with Multivariate and Multitype Response Variables

DOI10.1080/03610926.2012.700372zbMath1302.62072OpenAlexW2032725532MaRDI QIDQ2931567

Vera Georgescu, Rachid Senoussi, André Kretzschmar, Samuel Soubeyrand, Nicolas Desassis

Publication date: 26 November 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://hal-mines-paristech.archives-ouvertes.fr/hal-01115524/file/MCEM_multivariate%20POSTPRINT_1.pdf

zbMATH Keywords

count dataoverdispersioncontinuous dataMonte Carlo EMmixed mode dataPoisson-log-normal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference (62F99) Sequential estimation (62L12)

Cites Work

• Unnamed Item
• Two-component Poisson mixture regression modelling of count data with bivariate random effects
• A Hierarchical Bayesian Model for Spatial Prediction of Multivariate Non-Gaussian Random Fields
• The EM Algorithm and Extensions, 2E
• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Model-Based Clustering, Discriminant Analysis, and Density Estimation
• The multivariate Poisson-log normal distribution

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