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Coupling a stochastic approximation version of EM with an MCMC procedure

E. Kuhn, M. Lavielle

2004.8.1ESAIM-PROBABILITY AND STATISTICS

DOI: 10.1051/ps:2004007

tlooto Summary

The stochastic approximation version of EM (SAEM) proposed by Delyon et al. (1999) is a powerful alternative to EM when the E-step is intractable and the very restrictive assumption can be weakened.

Abstract

Abstract is not available.

Citation format

KUHN, E.; LAVIELLE, M. Coupling a stochastic approximation version of EM with an MCMC procedure. ESAIM-PROBABILITY AND STATISTICS, 2004, 8: 115–131.