The one-step-late PXEM algorithm

Statistics and Computing

Volumn 13, Issue 2, 2003, Pages 137-152

  Van Dyk, David A ^a   Tang, Ruoxi ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

Dynamic linear model; EM algorithm; MAP estimates; One step late methods; Posterior modes; Probit regression; PXEM algorithm; Rate of convergence; Working parameters

Indexed keywords

EID: 0347724152     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1023256509116     Document Type: Article

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