f-SAEM: A fast stochastic approximation of the EM algorithm for nonlinear mixed effects models.
Belhal KarimiMarc LavielleEric MoulinesPublished in: Comput. Stat. Data Anal. (2020)
Keyphrases
- em algorithm
- parameter estimation
- mixed effects
- expectation maximization
- stochastic approximation
- mixture model
- hidden variables
- maximum likelihood
- incomplete data
- finite mixture model
- random effects
- gaussian mixture model
- generative model
- expectation maximisation
- maximum likelihood estimation
- probabilistic model
- maximum a posteriori
- probabilistic principal component analysis
- density estimation
- monte carlo
- model selection
- regression trees
- mixture modeling
- reinforcement learning
- image sequences