Skip Navigation

Biometrika 2003 90(3):643-654; doi:10.1093/biomet/90.3.643
© 2003 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Gaetan, C.
Right arrow Articles by Yao, J.-F.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

A multiple-imputation Metropolis version of the EM algorithm

Carlo Gaetan1 and Jian-Feng Yao2

1 Dipartimento di Scienze Statistiche, Università di Padova, via Battisti 241, 35121 Padova, Italygaetan{at}stat.unipd.it 2 IRMAR, Université de Rennes 1, Campus de Beaulieu, 35042 Rennes Cedex, France.jian-feng.yao{at}univ-rennes1.fr

In this paper we introduce a new stochastic variant of the EM algorithm.The algorithm combines the principle of multiple imputation and the theory of simulated annealing to deal with cases where the E-step and the M-step can be intractable or numerically inefficient.

Key Words: Incomplete data; Mixed model; Multiple imputation; Simulated annealing; Stochastic EM

Received February 2002. Revised February 2003


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.