Journal article
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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Bibliographic Details
- Journal:
- BIOMETRIKA
- Volume:
- 88
- Issue:
- 4
- Pages:
- 961-972
- Publication date:
- 2001-12-01
- DOI:
- EISSN:
-
1464-3510
- ISSN:
-
0006-3444
- Source identifiers:
-
97563
Item Description
- Language:
- English
- Keywords:
- Pubs id:
-
pubs:97563
- UUID:
-
uuid:4e0bae8b-613d-4038-b191-a0aa300ce807
- Local pid:
- pubs:97563
- Deposit date:
- 2012-12-19
Terms of use
- Copyright date:
- 2001
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