On Single Versus Multiple Imputation for a Class of Stochastic Algorithms Estimating Maximum Likelihood

Edward H. Ip
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Edward H. Ip: University of Southern California

Computational Statistics, 2002, vol. 17, issue 4, No 6, 517-524

Abstract: Summary We discuss a special class of stochastic versions of the EM algorithms. The advantage of the single imputation procedure in non-exponential family applications is highlighted. We prove that ergodic properties of the stochastic algorithms are dependent not on the multiplicity of the imputation scheme but rather on the stability of the deterministic component of an underlying stochastic difference equation.

Keywords: EM algorithm; non-exponential family; Markov chain; stochastic difference equation (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1007/s001800200124

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