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Abstract: This note describes an algorithm for maximization of a conditional likelihood function in the situation where the corresponding unconditional likelihood function can be more easily maximized. The algorithm is dual to the EM algorithm in the sense that the parameters rather than the data are augmented and that the conditional rather than the marginal likelihood function is maximized. In exponential families the algorithm takes a particular simple form and the speci c computations involved in the ... (Update)
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BibTeX entry: (Update)
@misc{ edwards-me,
author = "David Edwards and Steffen L. Lauritzen",
title = "The ME Algorithm for Maximizing a Conditional Likelihood Function",
url = "citeseer.ist.psu.edu/edwards99me.html" }
Citations (may not include all citations):2528 Maximum likelihood from incomplete data via the EM algorithm (context) - Dempster, Laird et al. - 1977
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
45 Information and Exponential Families in Statistical Theory (context) - -Nielsen - 1978
35 Introduction to Graphical Modelling (context) - Edwards - 1995
16 On substantive research hypotheses (context) - Wermuth, Lauritzen - 1990
8 Multivariate Dependencies (context) - Cox, Wermuth - 1996
7 Hierarchical interaction models (context) - Edwards - 1990
3 Maximum likelihood estimation in graphical models with missi.. - Didelez, Pigeot - 1998
3 The EM algorithm | an old folksong sung to a fast new tune (context) - Meng, van Dyk - 1997
2 Partial imputation method in the EM algorithm (context) - Geng, Asano et al. - 1996
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
1 Parameter expansion to accelerate em: The px-em algorithm (context) - Statistics, Liu et al. - 1998
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