Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM
type: Item
instance of: scholarly article
title: Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM
zbMATH Open document ID: 1429.62021
author: Wolfgang Jank
published in: Computational Statistics and Data Analysis
publication date: 2008-11-26T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 86A32
zbMATH DE Number: 5374128
zbMATH Keywords: Monte Carlo error
zbMATH Keywords: low-discrepancy sequence
zbMATH Keywords: Halton sequence
zbMATH Keywords: EM algorithm
zbMATH Keywords: geostatistical model
MaRDI profile type: Publication
full work available at URL: j.csda.2004.03.019
OpenAlex ID: W1987325317
cites work: Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
cites work: Q4825521
cites work: Q4315016
cites work: Q4746656
cites work: Approximate Inference in Generalized Linear Mixed Models
cites work: Monte Carlo EM Estimation for Time Series Models Involving Counts
cites work: Q3250680
cites work: Q4139463
cites work: Model-Based Geostatistics
cites work: Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems
cites work: Q4326423
cites work: Discrépance de suites associées à un système de numération (en dimension s)
cites work: Convergence of the Monte Carlo expectation maximization for curved exponential families.
cites work: On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
cites work: Hierarchical Models: A Current Computational Perspective
cites work: Laplace Importance Sampling for Generalized Linear Mixed Models
cites work: Q4328418
cites work: A Unified View of the IPA, SF, and LR Gradient Estimation Techniques
cites work: Modeling uncertainty. An examination of stochastic theory, methods, and applications
cites work: An automated (Markov chain) Monte Carlo EM algorithm
cites work: Maximum Likelihood Algorithms for Generalized Linear Mixed Models
cites work: Maximum likelihood estimation via the ECM algorithm: A general framework
cites work: Quasi-Monte Carlo integration
cites work: Q4003879
cites work: Scrambling Sobol' and Niederreiter-Xing points
cites work: Safe and Effective Importance Sampling
cites work: Van der Corput sequences, Kakutani transforms and one-dimensional numerical integration
cites work: Q4267796
cites work: Conditions for convergence of Monte Carlo EM sequences with an application to product diffusion modeling
cites work: Randomized Halton sequences
cites work: On the convergence properties of the EM algorithm
DOI: 10.1016/J.CSDA.2004.03.019
description: scientific article; zbMATH DE number 5374128