A multiple-imputation metropolis version of the EM algorithm

Authors
Gaetan, Carlo Yao, Jian-Feng
Citation
Gaetan, Carlo et Yao, Jian-feng, A multiple-imputation metropolis version of the EM algorithm, Biometrika , 90(3), 2003, pp. 643-654
Journal title
Biometrika → ACNP
ISSN journal
00063444
Volume
90
Issue
3
Year of publication
2003
Pages
643 - 654
Database
ACNP
SICI code
Abstract
In this paper we introduce a new stochastic variant of the EM algorithm. The algorithm combines the principle of multiple imputation and the theory of simulated annealing to deal with cases where the E-step and the M-step can be intractable or numerically inefficient.