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The TM Algorithm for Maximising a Conditional Likelihood Function (2001)  (Make Corrections)  (2 citations)
David Edwards, Steffen L. Lauritzen



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Abstract: This article describes an algorithm for maximising a conditional likelihood function when the corresponding unconditional likelihood function is more easily maximised. The algorithm is similar to the EM algorithm but di erent as the parameters rather than the data are augmented and the conditional rather than the marginal likelihood function is maximised. In exponential families the algorithm takes a particular simple form which is computationally very close to the EM algorithm. The algorithm... (Update)

Context of citations to this paper:   More

.... have to resort to gradient descent [20] 105] Other variants of gradient descent and line search are also emerging in statistics [50]. Recently, the conditional version of the EM algorithm has been proposed in the CEM algorithm [92] 94] and will be discussed further...

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BibTeX entry:   (Update)

D. Edwards and S. Lauritzen. The tm algorithm for maximising a conditional likelihood function. To Appear in Biometrika, 2001. http://citeseer.ist.psu.edu/edwards01tm.html   More

@misc{ edwards01tm,
  author = "D. Edwards and S. Lauritzen",
  title = "The tm algorithm for maximising a conditional likelihood function",
  text = "D. Edwards and S. Lauritzen. The tm algorithm for maximising a conditional
    likelihood function. To Appear in Biometrika, 2001.",
  year = "2001",
  url = "citeseer.ist.psu.edu/edwards01tm.html" }
Citations (may not include all citations):
2528   Maximum likelihood from incomplete data via the EM algorithm (context) - Dempster, Laird et al. - 1977
482   Iterative Solutions of Nonlinear Equations in Several Variab.. (context) - Ortega, Rheinboldt - 1970
175   Graphical Models (context) - Lauritzen - 1996
107   The EM algorithm for graphical association models with missi.. (context) - Lauritzen - 1995
70   Graphical models for associations between variables (context) - Lauritzen, Wermuth - 1989
47   Numerical Recipes in C: The Art of Scientic Computing (context) - Press, Flannery et al. - 1988
45   Information and Exponential Families in Statistical Theory (context) - -Nielsen - 1978
35   Introduction to Graphical Modelling (context) - Edwards - 2000
24   Maximum conditional likelihood via bound maximisation and th.. - Jebara, Pentland - 1998
16   On substantive research hypotheses (context) - Wermuth, Lauritzen - 1990
14   Multivariate Dependencies: Models (context) - Cox, Wermuth - 1996
8   Parameter expansion to accelerate em: The px-em algorithm - Liu, Rubin et al. - 1998
7   Hierarchical interaction models (context) - Edwards - 1990
3   The EM algorithm | an old folk song sung to a fast new tune (context) - Meng, van Dyk - 1997
3   Maximum likelihood estimation in graphical models with missi.. - Didelez, Pigeot - 1998
2   Mixed graphical models with missing data and the partial imp.. (context) - Geng, Wan et al. - 2000
2   A modied iterative proportional scaling algorithm for estima.. (context) - Frydenberg, Edwards - 1989
2   Partial imputation method in the EM algorithm (context) - Geng, Asano et al. - 1996
1   Globally convergent algorithms for maximising a likelihood f.. (context) - Jensen, Johansen et al. - 1991
1   Distribution theory for the von Mises{Fisher distribution an.. (context) - Mardia - 1975
1   On stochastic versions of the em algorithm (context) - Patil, Kotz et al. - 2001

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