Matches in SemOpenAlex for { <https://semopenalex.org/work/W2041185912> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W2041185912 abstract "In this article, we present a novel method to obtain both improved estimates and reliable stopping rules for stochastic optimization algorithms such as the Monte Carlo EM (MCEM) algorithm. By characterizing a stationary point, θ*, of the algorithm as the solution to a fixed point equation, we provide a parameter estimation procedure by solving for the fixed point of the update mapping. We investigate various ways to model the update mapping, including the use of a local linear (regression) smoother. This simple approach allows increased stability in estimating the value of θ* as well as providing a natural quantification of the estimation uncertainty. These uncertainty measures can then also be used to construct convergence criteria that reflect the inherent randomness in the algorithm. We establish convergence properties of our modified estimator. In contrast to existing literature, our convergence results do not require the Monte Carlo sample size to go to infinity. Simulation studies are provided to il..." @default.
- W2041185912 created "2016-06-24" @default.
- W2041185912 creator A5033194021 @default.
- W2041185912 creator A5062656684 @default.
- W2041185912 creator A5062904082 @default.
- W2041185912 date "2015-07-03" @default.
- W2041185912 modified "2023-09-24" @default.
- W2041185912 title "Improved Estimation and Uncertainty Quantification Using Monte Carlo-Based Optimization Algorithms" @default.
- W2041185912 cites W1975593377 @default.
- W2041185912 cites W2008197960 @default.
- W2041185912 cites W2008668767 @default.
- W2041185912 cites W2011808626 @default.
- W2041185912 cites W2024081693 @default.
- W2041185912 cites W2036375318 @default.
- W2041185912 cites W2043805511 @default.
- W2041185912 cites W2047834101 @default.
- W2041185912 cites W2059507684 @default.
- W2041185912 cites W2086924664 @default.
- W2041185912 cites W2090692107 @default.
- W2041185912 cites W2106606323 @default.
- W2041185912 cites W2117180217 @default.
- W2041185912 cites W2118021080 @default.
- W2041185912 cites W2137295153 @default.
- W2041185912 cites W2150898568 @default.
- W2041185912 cites W2070131928 @default.
- W2041185912 cites W2072634211 @default.
- W2041185912 doi "https://doi.org/10.1080/10618600.2014.927361" @default.
- W2041185912 hasPublicationYear "2015" @default.
- W2041185912 type Work @default.
- W2041185912 sameAs 2041185912 @default.
- W2041185912 citedByCount "0" @default.
- W2041185912 crossrefType "journal-article" @default.
- W2041185912 hasAuthorship W2041185912A5033194021 @default.
- W2041185912 hasAuthorship W2041185912A5062656684 @default.
- W2041185912 hasAuthorship W2041185912A5062904082 @default.
- W2041185912 hasConcept C105795698 @default.
- W2041185912 hasConcept C11413529 @default.
- W2041185912 hasConcept C125112378 @default.
- W2041185912 hasConcept C126255220 @default.
- W2041185912 hasConcept C162324750 @default.
- W2041185912 hasConcept C185429906 @default.
- W2041185912 hasConcept C19499675 @default.
- W2041185912 hasConcept C2777303404 @default.
- W2041185912 hasConcept C33923547 @default.
- W2041185912 hasConcept C41008148 @default.
- W2041185912 hasConcept C50522688 @default.
- W2041185912 hasConceptScore W2041185912C105795698 @default.
- W2041185912 hasConceptScore W2041185912C11413529 @default.
- W2041185912 hasConceptScore W2041185912C125112378 @default.
- W2041185912 hasConceptScore W2041185912C126255220 @default.
- W2041185912 hasConceptScore W2041185912C162324750 @default.
- W2041185912 hasConceptScore W2041185912C185429906 @default.
- W2041185912 hasConceptScore W2041185912C19499675 @default.
- W2041185912 hasConceptScore W2041185912C2777303404 @default.
- W2041185912 hasConceptScore W2041185912C33923547 @default.
- W2041185912 hasConceptScore W2041185912C41008148 @default.
- W2041185912 hasConceptScore W2041185912C50522688 @default.
- W2041185912 hasLocation W20411859121 @default.
- W2041185912 hasOpenAccess W2041185912 @default.
- W2041185912 hasPrimaryLocation W20411859121 @default.
- W2041185912 hasRelatedWork W2027957177 @default.
- W2041185912 hasRelatedWork W2092878305 @default.
- W2041185912 hasRelatedWork W2115111229 @default.
- W2041185912 hasRelatedWork W2165609874 @default.
- W2041185912 hasRelatedWork W2578632808 @default.
- W2041185912 hasRelatedWork W2766338422 @default.
- W2041185912 hasRelatedWork W2811261016 @default.
- W2041185912 hasRelatedWork W2890210454 @default.
- W2041185912 hasRelatedWork W2900799034 @default.
- W2041185912 hasRelatedWork W2902610883 @default.
- W2041185912 hasRelatedWork W2952004110 @default.
- W2041185912 hasRelatedWork W2963217000 @default.
- W2041185912 hasRelatedWork W3038014470 @default.
- W2041185912 hasRelatedWork W3048852403 @default.
- W2041185912 hasRelatedWork W3125811265 @default.
- W2041185912 hasRelatedWork W3126002938 @default.
- W2041185912 hasRelatedWork W3126797316 @default.
- W2041185912 hasRelatedWork W3159057591 @default.
- W2041185912 hasRelatedWork W45004989 @default.
- W2041185912 hasRelatedWork W2093469192 @default.
- W2041185912 isParatext "false" @default.
- W2041185912 isRetracted "false" @default.
- W2041185912 magId "2041185912" @default.
- W2041185912 workType "article" @default.