Maximum Likelihood Estimation of Latent Variable Models by SMC with Marginalization and Data Cloning

Jin‐Chuan Duan; András Fülöp; Yu‐Wei Hsieh

doi:10.2139/ssrn.2991122

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Maximum Likelihood Estimation of Latent Variable Models by SMC with Marginalization and Data Cloning

Jin‐Chuan Duan András Fülöp Yu‐Wei Hsieh

Year: 2017 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)

DOI: 10.2139/ssrn.2991122

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Keywords:

Latent variable Maximum likelihood Estimation Latent variable model Cloning (programming) Statistics Mathematics Variable (mathematics) Maximum likelihood sequence estimation Econometrics Computer science Economics Mathematical analysis

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Neural Networks and Applications

Physical Sciences → Computer Science → Artificial Intelligence

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Machine Learning in Materials Science

Physical Sciences → Materials Science → Materials Chemistry

Maximum Likelihood Estimation of Latent Variable Models by SMC with Marginalization and Data Cloning

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