A stochastic approximation algorithm for maximum-likelihood estimation with incomplete data

Ming Gao Gu; Shaolin Li

doi:10.2307/3315718

A stochastic approximation algorithm for maximum-likelihood estimation with incomplete data

Canadian Journal of Statistics ◽

10.2307/3315718 ◽

1998 ◽

Vol 26 (4) ◽

pp. 567-582 ◽

Cited By ~ 8

Author(s):

Ming Gao Gu ◽

Shaolin Li

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Approximation Algorithm ◽

Stochastic Approximation ◽

Incomplete Data ◽

Likelihood Estimation ◽

Stochastic Approximation Algorithm

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Maximum Likelihood Estimation for Simplex Distribution Nonlinear Mixed Models via the Stochastic Approximation Algorithm

Rocky Mountain Journal of Mathematics ◽

10.1216/rmj-2008-38-5-1863 ◽

2008 ◽

Vol 38 (5) ◽

pp. 1863-1875 ◽

Cited By ~ 1

Author(s):

Wenzhuan Zhang ◽

Hongjie Wei

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Approximation Algorithm ◽

Stochastic Approximation ◽

Mixed Models ◽

Likelihood Estimation ◽

Stochastic Approximation Algorithm ◽

Nonlinear Mixed Models ◽

Simplex Distribution

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Exact Maximum Likelihood Estimation of an ARMA(1, 1) Model with Incomplete Data

Journal of Time Series Analysis ◽

10.1111/1467-9892.01639 ◽

2002 ◽

Vol 23 (1) ◽

pp. 49-56

Author(s):

CHUNSHENG MA

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Incomplete Data ◽

Likelihood Estimation ◽

Exact Maximum Likelihood

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MAXIMUM LIKELIHOOD ESTIMATION FROM INCOMPLETE DATA VIA EM-TYPE ALGORITHMS

Advanced Medical Statistics ◽

10.1142/9789812388759_0028 ◽

2003 ◽

pp. 1051-1071 ◽

Cited By ~ 2

Author(s):

CHUANHAI LIU

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Incomplete Data ◽

Likelihood Estimation

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Corrections to Papers: Maximum Likelihood Estimation from Incomplete Data

Biometrics ◽

10.2307/2527523 ◽

1958 ◽

Vol 14 (4) ◽

pp. 562

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Incomplete Data ◽

Likelihood Estimation

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Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation

Journal of the Royal Statistical Society Series B (Statistical Methodology) ◽

10.1111/1467-9868.00289 ◽

2001 ◽

Vol 63 (2) ◽

pp. 339-355 ◽

Cited By ~ 56

Author(s):

Ming Gao Gu ◽

Hong-Tu Zhu

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Stochastic Approximation ◽

Spatial Models ◽

Likelihood Estimation

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Optimization via simulation for maximum likelihood estimation in incomplete data models

Ninth IEEE Signal Processing Workshop on Statistical Signal and Array Processing (Cat. No.98TH8381) ◽

10.1109/ssap.1998.739339 ◽

2002 ◽

Cited By ~ 1

Author(s):

G. Fort ◽

O. Cappe ◽

E. Moulines ◽

P. Soulier

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Incomplete Data ◽

Likelihood Estimation ◽

Data Models ◽

Optimization Via Simulation

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A Polynomial Approximation Algorithm for Real-Time Maximum-Likelihood Estimation

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2009.2016875 ◽

2009 ◽

Vol 57 (6) ◽

pp. 2085-2095 ◽

Cited By ~ 3

Author(s):

C. Villien ◽

E.P. Ostertag

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Approximation Algorithm ◽

Real Time ◽

Polynomial Approximation ◽

Likelihood Estimation

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Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data

Statistics & Probability Letters ◽

10.1016/j.spl.2010.04.007 ◽

2010 ◽

Vol 80 (17-18) ◽

pp. 1284-1288 ◽

Cited By ~ 3

Author(s):

Megan M. Romer ◽

Donald St. P. Richards

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Incomplete Data ◽

Normal Population ◽

Likelihood Estimation ◽

Multivariate Normal ◽

Multivariate Normal Population ◽

The Mean

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Maximum likelihood estimation from incomplete data

Journal of Applied Statistics ◽

10.1080/02664768700000003 ◽

1987 ◽

Vol 14 (1) ◽

pp. 23-33 ◽

Cited By ~ 2

Author(s):

R. O. Okafor

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Incomplete Data ◽

Likelihood Estimation

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Maximum likelihood estimation of bivariate circular hidden Markov models from incomplete data

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2012.656642 ◽

2013 ◽

Vol 83 (7) ◽

pp. 1223-1237 ◽

Cited By ~ 10

Author(s):

Francesco Lagona ◽

Marco Picone

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Incomplete Data ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation

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