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  • Search: subject:"Monte Carlo EM algorithm"
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Year of publication
Subject
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Monte Carlo EM algorithm 5 Gibbs sampler 2 Logistic auto-logistic model 2 Marginal likelihood 2 Monte Carlo EM Algorithm 2 Pseudo-likelihood 2 Spatial missing data 2 Asymmetric Laplace distribution 1 Automated Monte Carlo EM algorithm 1 Bayes factor 1 Bayesian quantile regression 1 Censored dynamic panel 1 FIML estimation 1 Gibbs sampling 1 Hidden Markov model 1 Logistic Auto-logistic Model 1 Metropolis-Hastings algorithm 1 Metropolis-within-Gibbs 1 Model comparison 1 Monte Carlo ECM-type algorithm 1 Multinomial logit 1 Multinomial probit 1 Multinomial-t 1 Plant growth model 1 Pseudo-Likelihood 1 Q-displacement function 1 Sequential importance sampling with resampling 1 Spatial Missing Data 1 conformal normal curvature 1 dichotomous variables 1 endogenous selection 1 multiple censored responses 1 treatment effect models 1
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Online availability
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Undetermined 5 Free 2
Type of publication
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Article 5 Book / Working Paper 3
Language
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Undetermined 7 English 1
Author
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Bee, Marco 3 Espa, Giuseppe 3 Chen, Yuxin 1 Chib, Siddhartha 1 Cournède, P.-H. 1 Greenberg, Edward 1 Kobayashi, Genya 1 Kozumi, Hideo 1 Lee, Sik-Yum 1 Malefaki, S. 1 Smith, Ricardo Smith Ramírez 1 Trevezas, S. 1 Xu, Liang 1
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Institution
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Centro de Investigación y Docencia Económicas (CIDE) 1 Dipartimento di Economia e Management, Università degli Studi di Trento 1 EconWPA 1
Published in...
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AStA Wirtschafts- und Sozialstatistisches Archiv 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Department of Economics Working Papers / Dipartimento di Economia e Management, Università degli Studi di Trento 1 Econometrics 1 Letters in Spatial and Resource Sciences 1 Psychometrika 1 Working papers / Centro de Investigación y Docencia Económicas (CIDE) 1
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Source
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RePEc 8
Showing 1 - 8 of 8
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A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data
Bee, Marco; Espa, Giuseppe - Dipartimento di Economia e Management, Università … - 2008
derive a Monte Carlo EM algorithm in the setup of maximum pseudo-likelihood estimation; given the analytical intractability …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005628790
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Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling
Trevezas, S.; Malefaki, S.; Cournède, P.-H. - In: Computational Statistics & Data Analysis 78 (2014) C, pp. 82-99
Mathematical modeling of plant growth has gained increasing interest in recent years due to its potential applications. A general family of models, known as functional–structural plant models (FSPMs) and formalized as dynamic systems, serves as the basis for the current study. Modeling,...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010871385
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FIML estimation of treatment effect models with endogenous selection and multiple censored responses via a Monte Carlo EM Algorithm
Smith, Ricardo Smith Ramírez - Centro de Investigación y Docencia Económicas (CIDE) - 2007
We formulate a Monte Carlo EM algorithm to estimate treatment effect models involving multiple censored responses. The …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010823309
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Bayesian analysis of quantile regression for censored dynamic panel data
Kobayashi, Genya; Kozumi, Hideo - In: Computational Statistics 27 (2012) 2, pp. 359-380
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010558263
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A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data
Bee, Marco; Espa, Giuseppe - In: Letters in Spatial and Resource Sciences 1 (2008) 1, pp. 45-54
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005012314
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A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data
Bee, Marco; Espa, Giuseppe - In: AStA Wirtschafts- und Sozialstatistisches Archiv 1 (2008) 1, pp. 45-54
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005598172
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On local influence analysis of full information item factor models
Lee, Sik-Yum; Xu, Liang - In: Psychometrika 68 (2003) 3, pp. 339-360
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005603423
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MCMC Methods for Fitting and Comparing Multinomial Response Models
Chib, Siddhartha; Greenberg, Edward; Chen, Yuxin - EconWPA - 1998
This paper is concerned with statistical inference in multinomial probit, multinomial-$t$ and multinomial logit models. New Markov chain Monte Carlo (MCMC) algorithms for fitting these models are introduced and compared with existing MCMC methods. The question of parameter identification in the...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005119186
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