Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 71, No. 3 (Jun., 2009), pp. 593-613 (21 pages) We propose a generic on-line (also sometimes called adaptive or ...
In many problems of maximum likelihood estimation, it is impossible to carry out either the E-step of the EM algorithm. The present paper introduces a gradient algorithm that is closely related to the ...
Haplotype inference is an indispensable technique in medical science, especially in genome-wide association studies. Although the conventional method of inference using the expectation-maximization ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper shows that the Expectation-Maximization (EM) algorithm for regime-switching dynamic factor models provides ...
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