Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
416758 | Computational Statistics & Data Analysis | 2006 | 17 Pages |
Abstract
We propose a simulation-based method for calculating maximum likelihood estimators in latent variable models. The proposed method integrates a recently developed sampling strategy, the so-called Sample Average Approximation method, to efficiently compute high quality solutions of the estimation problem. Theoretical and algorithmic properties of the method are discussed. A computational study, involving two numerical examples, is presented to highlight a significant improvement of the proposed approach over existing methods.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Zhiguang Qian, Alexander Shapiro,