Monte Carlo EM with importance reweighting and its applications in random effects models

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dc.contributor.authorQuintana, FA
dc.contributor.authorLiu, JS
dc.contributor.authordel Pino, GE
dc.date.accessioned2024-01-10T13:50:44Z
dc.date.available2024-01-10T13:50:44Z
dc.date.issued1999
dc.description.abstractIn this paper we propose a new Monte Carlo EM algorithm to compute maximum likelihood estimates in the context of random effects models. The algorithm involves the construction of efficient sampling distributions for the Monte Carlo implementation of the E-step, together with a reweighting procedure that allows repeatedly using a same sample of random effects. In addition, we explore the use of stochastic approximations to speed up convergence once stability has been reached. Our algorithm is compared with that of McCulloch (1997). Extensions to more general problems are discussed. (C) 1999 Elsevier Science B.V. All rights reserved.
dc.fechaingreso.objetodigital16-04-2024
dc.format.extent16 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/S0167-9473(98)00075-9
dc.identifier.issn0167-9473
dc.identifier.urihttps://doi.org/10.1016/S0167-9473(98)00075-9
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/79552
dc.identifier.wosidWOS:000078610600003
dc.information.autorucMatemática;Del Pino G;S/I;99446
dc.information.autorucMatemática;Quintana F;S/I;100343
dc.issue.numero4
dc.language.isoen
dc.nota.accesoContenido parcial
dc.pagina.final444
dc.pagina.inicio429
dc.publisherELSEVIER SCIENCE BV
dc.revistaCOMPUTATIONAL STATISTICS & DATA ANALYSIS
dc.rightsacceso restringido
dc.subjectimportance sampling
dc.subjectMetropolis-Hastings algorithm
dc.subjectstochastic approximations
dc.subjectLINEAR MIXED MODELS
dc.subjectMAXIMUM-LIKELIHOOD
dc.subjectDATA AUGMENTATION
dc.subjectINFERENCE
dc.subjectALGORITHM
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleMonte Carlo EM with importance reweighting and its applications in random effects models
dc.typeartículo
dc.volumen29
sipa.codpersvinculados99446
sipa.codpersvinculados100343
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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