On the curved exponential family in the Stochastic Approximation Expectation Maximization Algorithm

DOI10.1051/ps/2021015zbMath1493.62114OpenAlexW3200788603WikidataQ115554254 ScholiaQ115554254MaRDI QIDQ5030236

Vianney Debavelaere, Stéphanie Allassonnière

Publication date: 16 February 2022

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2021015

zbMATH Keywords

convergence analysisexpectation maximizationmixed effect modelscurved exponential

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic approximation (62L20)

Related Items (1)

Inference in Gaussian state-space models with mixed effects for multiple epidemic dynamics

Uses Software

• Monolix

Cites Work

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