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  • Search: subject:"expectation maximization"
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Year of publication
Subject
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Theorie 40 Theory 36 Algorithmus 30 Algorithm 27 Schätztheorie 22 Estimation theory 21 Statistische Verteilung 19 Statistical distribution 16 Metropolis-Hastings algorithm 15 importance sampling 15 Prognoseverfahren 14 Bayesian inference 12 Expectation Maximization 12 Forecasting model 12 expectation-maximization algorithm 12 Expectation-maximization algorithm 11 Markov chain 11 Markov-Kette 11 Expectation-Maximization 10 Maximum-Likelihood-Schätzung 10 Regression analysis 10 Regressionsanalyse 10 expectation maximization 10 Expectation maximization 9 Expectation-Maximization algorithm 9 MCMC 9 Maximum likelihood estimation 9 Zeitreihenanalyse 8 finite mixtures 8 ARCH-Modell 7 Kullback-Leibler divergence 7 Mathematical programming 7 Mathematische Optimierung 7 Stochastic process 7 Stochastischer Prozess 7 Time series analysis 7 expectation-maximization 7 mixture of Student-t distributions 7 Bayes-Statistik 6 Estimation 6
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Online availability
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Free 68 Undetermined 58 CC license 5
Type of publication
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Article 83 Book / Working Paper 55
Type of publication (narrower categories)
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Article in journal 52 Aufsatz in Zeitschrift 52 Working Paper 30 Graue Literatur 21 Non-commercial literature 21 Arbeitspapier 19 Article 5 Thesis 5 Hochschulschrift 4 Congress Report 1 Dissertation u.a. Prüfungsschriften 1 research-article 1
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Language
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English 96 Undetermined 38 German 3 Spanish 1
Author
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Opschoor, Anne 19 Hoogerheide, Lennart 17 Dijk, Herman K. van 11 Basturk, Nalan 9 Grassi, Stefano 8 Lucas, André 6 van Dijk, Herman K. 6 Arellano, Manuel 4 Banachewicz, Konrad 4 Bonhomme, Stéphane 4 Antonio, Katrien 3 Bartolucci, Francesco 3 Goutte, Stéphane 3 Guegan, Dominique 3 Hassani, Bertrand 3 Naud, Cédric 3 Paolella, Marc S. 3 Schaumburg, Julia 3 Tzougas, George 3 Verbelen, Roel 3 Ahn, Sung K. 2 Badescu, Andrei 2 Barigozzi, Matteo 2 Barrieu, Pauline 2 Ching, Wai Ki 2 Contreras-Reyes, Javier E. 2 Durango-Cohen, Elizabeth J. 2 Gong, Lan 2 Hachicha, Ahmed 2 Hachicha, Fatma 2 Hediger, Simon 2 Huang, Jianhua Z. 2 Idrovo-Aguirre, Byron J. 2 Kolari, James W. 2 Liao, Huiling 2 Lin, Sheldon 2 Lingauer, Michael 2 Liu, Wei 2 Lorusso, Marco 2 Lozano, Francisco J. 2
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Institution
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Tinbergen Instituut 5 HAL 3 Tinbergen Institute 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Berkeley Electronic Press 1 CESifo 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Fondazione ENI Enrico Mattei (FEEM) 1 Handelns Utredningsinstitut (HUI Research) 1
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Published in...
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Discussion paper / Tinbergen Institute 7 Tinbergen Institute Discussion Paper 7 Tinbergen Institute Discussion Papers 7 Computational Statistics & Data Analysis 4 International journal of forecasting 4 European journal of operational research : EJOR 3 Research paper series / Swiss Finance Institute 3 Astin bulletin : the journal of the International Actuarial Association 2 Bozen economics & management paper series : BEMPS 2 Computational economics 2 Economic modelling 2 European Journal of Operational Research 2 Europäische Hochschulschriften / 5 2 Insurance / Mathematics & economics 2 KBI 2 MPRA Paper 2 Post-Print / HAL 2 Psychometrika 2 Risks : open access journal 2 Stata Journal 2 Swiss Finance Institute Research Paper 2 Agricultural Finance Review 1 Agricultural finance review 1 American journal of agricultural economics 1 Applied economics 1 Asian Economic and Financial Review 1 CEA_372Bayes working paper series 1 CEMFI working paper 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CESifo Working Paper 1 CESifo Working Paper Series 1 Cambridge working papers in economics 1 Computational Statistics 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 Documents de travail du Centre d'Economie de la Sorbonne 1 ERID working paper 1 Econometric reviews 1 Econometrics 1 Econometrics : open access journal 1 Economic Modelling 1
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Source
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ECONIS (ZBW) 76 RePEc 40 EconStor 16 Other ZBW resources 3 BASE 2 USB Cologne (EcoSocSci) 1
Showing 71 - 80 of 138
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A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation
Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - Tinbergen Instituut - 2012
. The basic method makes use of sequences of importance weighted Expectation Maximization steps in order to efficiently … minimized. We label this approach <I>Mixture of t by Importance Sampling and Expectation Maximization</I> (MitISEM). The …
Persistent link: https://www.econbiz.de/10011257036
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Item selection by an extended Latent Class model: An application to nursing homes evaluation
Bartolucci, Francesco; Giorgio E., Montanari; Pandolfi, … - Volkswirtschaftliche Fakultät, … - 2012
The evaluation of nursing homes and the assessment of the quality of the health care provided to their patients are usually based on the administration of questionnaires made of a large number of polytomous items. In applications involving data collected by questionnaires of this type, the...
Persistent link: https://www.econbiz.de/10011113759
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Multilevel Mixture with Known Mixing Proportions: Applications to School and Individual Level Overweight and Obesity Data from Birmingham, England
Hussain, Shakir; Shukur, Ghazi - Handelns Utredningsinstitut (HUI Research) - 2012
mixing proportions estimated by parametric Expectation Maximization (EM) of the outcome and the random component from the ML …
Persistent link: https://www.econbiz.de/10010818923
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Conditional Markov regime switching model applied to economic modelling.
Goutte, Stéphane - HAL - 2012
construction, we extend the classical Expectation- Maximization (EM) algorithm to be applied to our regime switching model. We …
Persistent link: https://www.econbiz.de/10010821432
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The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation
Basturk, Nalan; Hoogerheide, Lennart; Opschoor, Anne; … - Tinbergen Instituut - 2012
This paper presents the R package MitISEM, which provides an automatic and flexible method to approximate a non-elliptical target density using adaptive mixtures of Student-t densities, where only a kernel of the target density is required. The approximation can be used as a candidate density in...
Persistent link: https://www.econbiz.de/10011255807
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A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - 2012
Persistent link: https://www.econbiz.de/10009722688
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The r package MitISEM : mixture of student-t distributions using importance sampling weighted expectation maximization for efficient and robust simulation
Basturk, Nalan; Hoogerheide, Lennart; Opschoor, Anne; … - 2012
Persistent link: https://www.econbiz.de/10009722972
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Heterogeneity in loss aversion: evidence from field elicitations
Sproul, Thomas; Michaud, Clayton P. - In: Agricultural Finance Review 77 (2017) 1, pp. 196-216
expectation maximization algorithm. Applied results are simulated for investment allocations under myopic loss aversion. Findings …
Persistent link: https://www.econbiz.de/10014667454
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Consumer choice models with endogenous network effects
Wang, Ruxian; Wang, Zizhuo - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3944-3960
Persistent link: https://www.econbiz.de/10011772823
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An expectation-maximization algorithm to estimate the integrated choice and latent variable model
Sohn, Keemin - In: Transportation science : a journal of the Institute for … 51 (2017) 3, pp. 946-967
Persistent link: https://www.econbiz.de/10011744063
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