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math.ST2012★ 41 cited
Markov Chain Monte Carlo Estimation of Quantiles
Charles Doss, James M. Flegal, Galin L. Jones +1
We consider quantile estimation using Markov chain Monte Carlo and establish conditions under which the sampling distribution of the Monte Carlo error is approximately Normal. Furt…
math.ST2012
On Convergence Properties of the Monte Carlo EM Algorithm
Ronald C. Neath
The Expectation-Maximization (EM) algorithm (Dempster, Laird and Rubin, 1977) is a popular method for computing maximum likelihood estimates (MLEs) in problems with missing data. E…