𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Monte Carlo EM algorithm for the estimation of

✍ Scribed by Marco Bee; Giuseppe Espa

Book ID
107593987
Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
286 KB
Volume
1
Category
Article
ISSN
1864-4031

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Monte Carlo EM estimation for multivaria
Monte Carlo EM estimation for multivariate stable distributions
✍ Nalini Ravishanker; Zuqiang Qiou πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 97 KB

We describe parameter estimation for the multivariate sub-Gaussian symmetric stable distribution using Monte Carlo EM algorithm. Two augmented vectors are employed in the construction of the posterior joint density of the stable parameters. Gibbs sampling enables the generation of these vectors from

An Optimal Algorithm for Monte Carlo Est
An Optimal Algorithm for Monte Carlo Estimation
✍ Dagum, Paul; Karp, Richard; Luby, Michael; Ross, Sheldon πŸ“‚ Article πŸ“… 2000 πŸ› Society for Industrial and Applied Mathematics 🌐 English βš– 171 KB