Convergence of a stochastic approximation version of the EM algorithm
type: Item
instance of: scholarly article
title: Convergence of a stochastic approximation version of the EM algorithm
zbMATH Open document ID: 0932.62094
author: Bernard Delyon
author: M. Lavielle
author: Eric Moulines
published in: The Annals of Statistics
publication date: 1999-11-09T00:00:00Z
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62M30
zbMATH DE Number: 1359623
zbMATH Keywords: optimization
zbMATH Keywords: missing data
zbMATH Keywords: Monte Carlo algorithm
zbMATH Keywords: simulation
zbMATH Keywords: stochastic algorithm
zbMATH Keywords: maximum likelihood
zbMATH Keywords: incomplete data
zbMATH Keywords: stochastic approximation EM
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1018031103
OpenAlex ID: W1596437242
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DOI: 10.1214/AOS/1018031103
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description: scientific article; zbMATH DE number 1359623