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  • Search: subject:"EM algorithm"
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Year of publication
Subject
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EM algorithm 448 Theorie 70 Algorithm 67 Algorithmus 67 Theory 67 Schätztheorie 54 Estimation theory 53 EM-algorithm 37 Zeitreihenanalyse 37 Time series analysis 36 Estimation 33 Markov chain 33 Schätzung 33 EM Algorithm 32 Markov-Kette 31 Statistical distribution 29 Statistische Verteilung 29 Maximum likelihood estimation 25 Stochastic process 25 Stochastischer Prozess 25 Volatility 23 Kalman filter 22 Volatilität 20 Bayesian inference 19 Faktorenanalyse 19 Markov chain Monte Carlo 18 State space model 18 Zustandsraummodell 18 Factor analysis 17 Maximum-Likelihood-Schätzung 16 Prognoseverfahren 16 Monte Carlo simulation 15 toxicokinetics 15 Maximum likelihood 14 Forecasting model 13 Monte-Carlo-Simulation 13 Regression analysis 13 Regressionsanalyse 13 Börsenkurs 12 Multivariate Analyse 12
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Online availability
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Undetermined 329 Free 196 CC license 10
Type of publication
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Article 397 Book / Working Paper 168 Other 13 Journal 1
Type of publication (narrower categories)
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Article in journal 123 Aufsatz in Zeitschrift 123 Working Paper 52 Graue Literatur 31 Non-commercial literature 31 Arbeitspapier 29 Article 11 Aufsatz im Buch 3 Book section 3 research-article 2 Congress Report 1 Hochschulschrift 1 Report 1
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Language
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Undetermined 338 English 237 Czech 2 German 1 French 1
Author
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Selinski, Silvia 18 Shephard, Neil 11 Pacifico, Daniele 10 Koopman, Siem Jan 8 Li, Yong 8 Yu, Jun 8 Tzougas, George 7 Balakrishnan, N. 6 Bartolucci, Francesco 6 Jungbacker, Borus 6 Poncela, Pilar 6 Urfer, Wolfgang 6 Yao, Weixin 6 Kundu, Debasis 5 Ruiz, Esther 5 Soete, Geert 5 Sornette, Didier 5 Wehrli, Alexander 5 Baesens, Bart 4 Bee, Marco 4 Bertrand, Aurélie 4 Bork, Lasse 4 Claeskens, Gerda 4 Dirick, Lore 4 Hafner, Christian M. 4 Janczura, Joanna 4 Lavergne, Christian 4 Lin, X. Sheldon 4 Lin, Xihong 4 Lucchetti, Riccardo 4 Miljkovic, Tatjana 4 Mislevy, Robert 4 Modugno, Michele 4 Saidane, Mohamed 4 Satorra, Albert 4 Venetis, Ioannis A. 4 Wu, Xueyuan 4 Badescu, Andrei L. 3 Balia, Silvia 3 Becker, Claudia 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 6 School of Economics and Management, University of Aarhus 5 EconWPA 4 Economics Group, Nuffield College, University of Oxford 4 School of Economics, Singapore Management University 4 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 3 Department of Economics, Oxford University 3 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 3 London School of Economics (LSE) 3 Banque de France 2 Berkeley Electronic Press 2 Department of Economics and Related Studies, University of York 2 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 2 European Central Bank 2 Finance Discipline Group, Business School 2 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Université Paris-Dauphine (Paris IX) 2 Agricultural Economics Society - AES 1 Agricultural and Applied Economics Association - AAEA 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 1 Centre for Economic Research, School of Economics and Management Studies 1 Centro de Investigación y Docencia Económicas (CIDE) 1 Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen 1 Christian-Albrechts-Universität zu Kiel 1 Cowles Foundation for Research in Economics, Yale University 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, European University Institute 1 Department of Economics, Rutgers University-New Brunswick 1 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 1 Deutsche Bundesbank 1 Dipartimento di Economia e Management, Università degli Studi di Trento 1 Directorate-General Economic and Financial Affairs, European Commission 1 Division of Economics, Nanyang Technological University 1
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Published in...
All
Psychometrika 49 Computational Statistics & Data Analysis 35 Computational Statistics 19 Statistical Papers / Springer 14 Annals of the Institute of Statistical Mathematics 13 Journal of Multivariate Analysis 12 Journal of Applied Statistics 11 Journal of econometrics 10 MPRA Paper 10 Statistics & Probability Letters 9 Computational economics 7 Journal of Classification 7 AStA Advances in Statistical Analysis 6 Insurance / Mathematics & economics 6 Quantitative finance 6 Technical Report 6 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 6 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 6 Advances in Data Analysis and Classification 5 CREATES Research Papers 5 European journal of operational research : EJOR 5 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 5 Risks : open access journal 5 Statistical Applications in Genetics and Molecular Biology 5 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 5 Astin bulletin : the journal of the International Actuarial Association 4 Econometrics 4 Economics Papers / Economics Group, Nuffield College, University of Oxford 4 Economics letters 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 International Journal of Biostatistics 4 Journal of Econometrics 4 Metrika 4 Risks 4 Statistical Methods and Applications 4 Working Papers / School of Economics, Singapore Management University 4 ASTIN bulletin : the journal of the International Actuarial Association 3 CEIS Research Paper 3 Discussion paper / Tinbergen Institute 3 Econometric reviews 3
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Source
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RePEc 359 ECONIS (ZBW) 160 EconStor 34 BASE 22 Other ZBW resources 4
Showing 321 - 330 of 579
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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
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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
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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
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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
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On the role of unobserved preference heterogeneity in discrete choice models of labour supply
Pacifico, Daniele - In: Empirical Economics 45 (2013) 2, pp. 929-963
specifications of unobserved heterogeneity with those from a more general model that we are able to estimate through an EM algorithm …
Persistent link: https://www.econbiz.de/10010698260
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Nonlinear nonparametric mixed-effects models for unsupervised classification
Azzimonti, Laura; Ieva, Francesca; Paganoni, Anna Maria - In: Computational Statistics 28 (2013) 4, pp. 1549-1570
In this work we propose a novel EM method for the estimation of nonlinear nonparametric mixed-effects models, aimed at unsupervised classification. We perform simulation studies in order to evaluate the algorithm performance and we apply this new procedure to a real dataset. Copyright...
Persistent link: https://www.econbiz.de/10010698287
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Estimation of the parameters of a Markov-modulated loss process in insurance
Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles - In: Insurance: Mathematics and Economics 53 (2013) 2, pp. 388-404
the maximum likelihood estimator of the parameters of this model and present an EM algorithm to compute it in practice …
Persistent link: https://www.econbiz.de/10010702902
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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
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Nonlinear mixed-effects state space models with applications to HIV dynamics
Zhou, Jie; Han, Lu; Liu, Sanyang - In: Statistics & Probability Letters 83 (2013) 5, pp. 1448-1456
Nonlinear state space models with mixed-effect (NLMESSM) are proposed to model HIV clinical longitudinal data. With NLMESSM, filtering algorithms are proposed to estimate the individual/population states. Maximum likelihood via iterated filtering and variance components model are proposed to...
Persistent link: https://www.econbiz.de/10010662333
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A predictive deviance criterion for selecting a generative model in semi-supervised classification
Vandewalle, Vincent; Biernacki, Christophe; Celeux, Gilles - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 220-236
cost of cross-validation criteria, which make repeated use of the EM algorithm. AICcond is proved to have consistency …
Persistent link: https://www.econbiz.de/10010666172
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