Acceleration of the EM Algorithm by using Quasi‐Newton Methods
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DOI: 10.1111/1467-9868.00083
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Cited by:
- Fung, Tsz Chai, 2022. "Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 180-198.
- Zhou, Lin & Tang, Yayong, 2021. "Linearly preconditioned nonlinear conjugate gradient acceleration of the PX-EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
- Iain L. MacDonald, 2021. "Is EM really necessary here? Examples where it seems simpler not to use EM," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(4), pages 629-647, December.
- Takeshi Fukasawa, 2024. "Fast and simple inner-loop algorithms of static / dynamic BLP estimations," Papers 2404.04494, arXiv.org, revised Oct 2024.
- Kaarina Matilainen & Esa A Mäntysaari & Martin H Lidauer & Ismo Strandén & Robin Thompson, 2013. "Employing a Monte Carlo Algorithm in Newton-Type Methods for Restricted Maximum Likelihood Estimation of Genetic Parameters," PLOS ONE, Public Library of Science, vol. 8(12), pages 1-7, December.
- Jurgen A. Doornik, 2018.
"Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 45(2), pages 283-300, June.
- Jurgen A. Doornik, 2017. "Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications," Economics Papers 2017-W05, Economics Group, Nuffield College, University of Oxford.
- Rasool Roozegar & G. G. Hamedani & Leila Amiri & Fatemeh Esfandiyari, 2020. "A New Family of Lifetime Distributions: Theory, Application and Characterizations," Annals of Data Science, Springer, vol. 7(1), pages 109-138, March.
- Saâdaoui, Foued, 2023. "Randomized extrapolation for accelerating EM-type fixed-point algorithms," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
- Peter Arcidiacono & Robert A. Miller, 2011. "Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 79(6), pages 1823-1867, November.
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