拟似然及其Em算法的推广

C. Heyde, R. Morton
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引用次数: 36

摘要

本文关注的是有缺失或其他不完整的数据和完全的可能性可能无法获得的情况。对EM算法进行了扩展,以处理通过一般估计函数,特别是准分数进行估计的问题。e步用拟分数的投影代替,m步要求解一个估计方程。如果似然可用,则可以得到标准的EM算法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Quasi‐Likelihood and Generalizing the Em Algorithm
This paper is concerned with situations in which there are missing or otherwise incomplete data and the full likelihood may not be available. Extensions of the EM algorithm are developed to deal with estimation via general estimating functions and in particular the quasi-score. The E-step is replaced by projecting the quasi-score and the M-step requires the solution of an estimating equation. The standard EM algorithm can be obtained as a particular case if the likelihood is available.
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