Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM

DOI10.1016/j.csda.2004.03.019zbMath1429.62021OpenAlexW1987325317MaRDI QIDQ957148

Wolfgang Jank

Publication date: 26 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.csda.2004.03.019

zbMATH Keywords

EM algorithmHalton sequenceMonte Carlo errorlow-discrepancy sequencegeostatistical model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Monte Carlo methods (65C05) Geostatistics (86A32)

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Cites Work

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