Tempered expectation-maximization algorithm for the estimation of discrete latent variable models

HIGHLIGHTS

  • who: Luca Brusa from the Department of Economics, Management and Statistics, University of Milano-Bicocca, Milan, Italy have published the research work: Tempered expectation-maximization algorithm for the estimation of discrete latent variable models, in the Journal: (JOURNAL)
  • what: The authors propose a tempered EM algorithm to explore the parameter space adequately for two main classes of DLV models namely latent class and hidden Markov. The authors compare the proposal with the standard EM algorithm by an extensive Monte Carlo simulation study evaluating both the ability to reach the global maximum and the computational time . . .

     

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