Estimation in the probit normal model for binary outcomes using the SAEM algorithm.
Cristian MezaFlorence JaffrézicJean-Louis FoulleyPublished in: Comput. Stat. Data Anal. (2009)
Keyphrases
- estimation algorithm
- algorithm employs
- cost function
- probabilistic model
- theoretical analysis
- recognition algorithm
- parameter estimation
- mathematical model
- dynamic programming
- final result
- parametric models
- classification algorithm
- learning algorithm
- preprocessing
- optimization algorithm
- optimization model
- expectation maximization
- similarity measure
- objective function
- computational complexity
- bayesian framework
- estimation accuracy
- monte carlo simulation
- input data
- map estimation
- tree structure
- k means
- kalman filter
- worst case
- selection algorithm
- optimal solution
- maximum likelihood estimation
- em algorithm
- decision trees
- energy function
- analytical model
- reinforcement learning
- convergence rate
- np hard