The Monte Carlo EM method for estimating multinomial probit latent variable models.

Xingcai Zhou Xinsheng Liu

Published in: Comput. Stat. (2008)

Keyphrases

monte carlo
monte carlo simulation
em algorithm
probabilistic model
k means
prior knowledge
dynamic programming
expectation maximization
parameter estimation
missing data
latent variables
real valued
gaussian mixture
latent variable models
monte carlo tree search