Parameter expansion to accelerate EM: the PX-EM algorithm

DOI10.1093/biomet/85.4.755zbMath0921.62071OpenAlexW2091276705WikidataQ56286742 ScholiaQ56286742MaRDI QIDQ4236505

Donald B. Rubin, Chuanhai Liu, Ying Nian Wu

Publication date: 28 March 1999

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d9ed666818217133b7816fbce3cfd94b1dffd465

zbMATH Keywords

factor analysisECMrandom effects modelmultivariate \(t\) distributionparameter expansionprobit regressionECMEcovariance adjustmentPoisson imaging model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Applications of statistics (62P99) Probabilistic methods, stochastic differential equations (65C99)

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