A multiple-imputation Metropolis version of the EM algorithm

Carlo Gaetan

Biometrika, 2003, vol. 90, issue 3, 643-654

Abstract: 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. Copyright Biometrika Trust 2003, Oxford University Press.

Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:oup:biomet:v:90:y:2003:i:3:p:643-654

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