Pointwise and functional approximations in Monte Carlo maximum likelihood estimation.
Anthony Y. C. KukYuk W. ChengPublished in: Stat. Comput. (1999)
Keyphrases
- monte carlo
- maximum likelihood estimation
- pointwise
- confidence intervals
- maximum likelihood
- weighted sum
- em algorithm
- variance reduction
- importance sampling
- parameter estimation
- monte carlo simulation
- markov chain
- policy evaluation
- expectation maximization
- probability distribution
- monte carlo method
- particle filter
- markovian decision
- monte carlo tree search
- objective function
- roc curve
- linear combination
- graph cuts
- language model
- least squares
- upper bound