Linearly preconditioned nonlinear conjugate gradient acceleration of the PX-EM algorithm

DOI10.1016/j.csda.2020.107056OpenAlexW3083213229MaRDI QIDQ829723

Yayong Tang, Lin Zhou

Publication date: 6 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107056

zbMATH Keywords

random effectsfactor analysisgeneralized gradientPX-EM algorithmAEM algorithmlinearly PNCG algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Efficient data augmentation techniques for some classes of state space models

Cites Work

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