A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling
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DOI: 10.1016/j.csda.2020.107159
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References listed on IDEAS
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- Saâdaoui, Foued, 2023. "Randomized extrapolation for accelerating EM-type fixed-point algorithms," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
- Gámiz, María Luz & Mammen, Enno & Martínez-Miranda, María Dolores & Nielsen, Jens Perch, 2022. "Missing link survival analysis with applications to available pandemic data," Computational Statistics & Data Analysis, Elsevier, vol. 169(C).
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Keywords
EM-like algorithm; Stochastic approximation; Stochastic optimization; Tempered distribution; Theoretical convergence;All these keywords.
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