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The TM algorithm for maximising a conditional likelihood function

Abstract:

This paper describes an algorithm for maximising a conditional likelihood function when the corresponding unconditional likelihood function is more easily maximised. The algorithm is similar to the EM algorithm but different as the parameters rather than the data are augmented and the conditional rather than the marginal likelihood function is maximised. In exponential families the algorithm takes a particular simple form which is computationally very close to the EM algorithm. The algorithm ...

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Publication status:
Published

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Publisher copy:
10.1093/biomet/88.4.961

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Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
Journal:
BIOMETRIKA
Volume:
88
Issue:
4
Pages:
961-972
Publication date:
2001-12-01
DOI:
EISSN:
1464-3510
ISSN:
0006-3444
Source identifiers:
97563
Language:
English
Keywords:
Pubs id:
pubs:97563
UUID:
uuid:4e0bae8b-613d-4038-b191-a0aa300ce807
Local pid:
pubs:97563
Deposit date:
2012-12-19

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