Search Results - subject:"EM Algorithm"

On estimation of measurement error models with replication under heavy-tailed distributions

Lin, Jin-Guan; Cao, Chun-Zheng - In: Computational Statistics 28 (2013) 2, pp. 809-829

Measurement error (errors-in-variables) models are frequently used in various scientific fields, such as engineering, medicine, chemistry, etc. In this work, we consider a new replicated structural measurement error model in which the replicated observations jointly follow scale mixtures of...

Persistent link: https://www.econbiz.de/10010847689

Inference on unknown parameters of a Burr distribution under hybrid censoring

Rastogi, Manoj; Tripathi, Yogesh - In: Statistical Papers 54 (2013) 3, pp. 619-643

XII distribution is taken up. The maximum likelihood estimates are developed for the unknown parameters using the EM … algorithm. Fisher information matrix is obtained by applying missing value principle and is further utilized for constructing …

Persistent link: https://www.econbiz.de/10010848046

Global Convergence of the EM Algorithm for Unconstrained Latent Variable Models with Categorical Indicators

Weissman, Alexander - In: Psychometrika 78 (2013) 1, pp. 134-153

Convergence of the expectation-maximization (EM) algorithm to a global optimum of the marginal log likelihood function … global convergence of the EM algorithm is attainable are provided in an information-theoretic context by interpreting the EM … algorithm as alternating minimization of the Kullback–Leibler divergence between two convex sets. It is shown that these …

Persistent link: https://www.econbiz.de/10010848139

Local-EM and mismeasured data

Brown, Patrick E.; Nguyen, Paul; Stafford, Jamie; … - In: Statistics & Probability Letters 83 (2013) 1, pp. 135-140

This note uses the established connection between the local-EM and EMS algorithms to explore methods for smoothing mismeasured data. Implementations of local-EM are developed for several forms of censored and/or mismeasured data and their connections with other methods explored.

Persistent link: https://www.econbiz.de/10010593908

Non-Gaussian modeling of spatial data using scale mixing of a unified skew Gaussian process

Zareifard, Hamid; Jafari Khaledi, Majid - In: Journal of Multivariate Analysis 114 (2013) C, pp. 16-28

approximation of the EM algorithm (SAEM). The predictive distribution at unsampled sites is approximated based on Markov chain Monte …

Persistent link: https://www.econbiz.de/10010594237

A semiparametric approach to source separation using independent component analysis

Eloyan, Ani; Ghosh, Sujit K. - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 383-396

Data processing and source identification using lower dimensional hidden structure plays an essential role in many fields of applications, including image processing, neural networks, genome studies, signal processing and other areas where large datasets are often encountered. One of the common...

Persistent link: https://www.econbiz.de/10010595099

A new semiparametric estimation method for accelerated hazards mixture cure model

Zhang, Jiajia; Peng, Yingwei; Li, Haifen - In: Computational Statistics & Data Analysis 59 (2013) C, pp. 95-102

The semiparametric accelerated hazards mixture cure model provides a useful alternative to analyze survival data with a cure fraction if covariates of interest have a gradual effect on the hazard of uncured patients. However, the application of the model may be hindered by the computational...

Persistent link: https://www.econbiz.de/10010595100

A note on EM algorithm for mixture models

Yao, Weixin - In: Statistics & Probability Letters 83 (2013) 2, pp. 519-526

Expectation–maximization (EM) algorithm has been used to maximize the likelihood function or posterior when the model … contains unobserved latent variables. One main important application of EM algorithm is to find the maximum likelihood …

Persistent link: https://www.econbiz.de/10010602918

Estimation using hybrid censored data from a two-parameter distribution with bathtub shape

Rastogi, Manoj Kumar; Tripathi, Yogesh Mani - In: Computational Statistics & Data Analysis 67 (2013) C, pp. 268-281

assumption that samples are hybrid censored. The maximum likelihood estimates are obtained using an EM algorithm. The Fisher …

Persistent link: https://www.econbiz.de/10010682539

An efficient ECM algorithm for maximum likelihood estimation in mixtures of t-factor analyzers

Wang, Wan-Lun; Lin, Tsung-I - In: Computational Statistics 28 (2013) 2, pp. 751-769

of MtFA. The proposed algorithm inherits all appealing properties of the ordinary EM algorithm such as its stability and …

Persistent link: https://www.econbiz.de/10010634348