Data-cloning SMC2: A global optimizer for maximum likelihood estimation of latent variable models

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2019.106841 ◽

2020 ◽

Vol 143 ◽

pp. 106841 ◽

Author(s):

Jin-Chuan Duan ◽

Andras Fulop ◽

Yu-Wei Hsieh

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Latent Variable ◽

Likelihood Estimation ◽

Latent Variable Models ◽

Global Optimizer ◽

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Maximum Likelihood Estimation of Latent Variable Models by SMC with Marginalization and Data Cloning

SSRN Electronic Journal ◽

10.2139/ssrn.2991122 ◽

2017 ◽

Author(s):

Jin-Chuan Duan ◽

Andras Fulop ◽

Yu-Wei Hsieh

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Latent Variable ◽

Likelihood Estimation ◽

Latent Variable Models ◽

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Maximum Likelihood Estimation of Latent Variable Models by SMC with Marginalization and Data Cloning

SSRN Electronic Journal ◽

10.2139/ssrn.3043426 ◽

2017 ◽

Author(s):

Jin-Chuan Duan ◽

Andras Fulop ◽

Yu-Wei Hsieh

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Latent Variable ◽

Likelihood Estimation ◽

Latent Variable Models ◽

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Maximum Likelihood Estimation of Two-Level Latent Variable Models with Mixed Continuous and Polytomous Data

10.1111/j.0006-341x.2001.00787.x ◽

2001 ◽

Vol 57 (3) ◽

pp. 787-794 ◽

Author(s):

Sik-Yum Lee ◽

Jian-Qing Shi

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Latent Variable ◽

Likelihood Estimation ◽

Latent Variable Models

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Adaptive Quadrature for Maximum Likelihood Estimation of a Class of Dynamic Latent Variable Models

Computational Economics ◽

10.1007/s10614-016-9573-4 ◽

2016 ◽

Vol 49 (4) ◽

pp. 599-622 ◽

Author(s):

Silvia Cagnone ◽

Francesco Bartolucci

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Latent Variable ◽

Likelihood Estimation ◽

Latent Variable Models ◽

Adaptive Quadrature

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Quasi-Maximum Likelihood Estimation For Latent Variable Models With Mixed Continuous And Polytomous Data

Journal of Modern Applied Statistical Methods ◽

10.22237/jmasm/1130803860 ◽

2005 ◽

Vol 4 (2) ◽

pp. 473-481

Author(s):

Jens C. Eickhoff

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Latent Variable ◽

Likelihood Estimation ◽

Latent Variable Models ◽

Quasi Maximum Likelihood

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Particle methods for maximum likelihood estimation in latent variable models

Statistics and Computing ◽

10.1007/s11222-007-9037-8 ◽

2007 ◽

Vol 18 (1) ◽

pp. 47-57 ◽

Author(s):

Adam M. Johansen ◽

Arnaud Doucet ◽

Manuel Davy

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Latent Variable ◽

Likelihood Estimation ◽

Latent Variable Models ◽

Particle Methods

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Data cloning: Maximum likelihood estimation of DSGE models

Results in Applied Mathematics ◽

10.1016/j.rinam.2020.100121 ◽

2020 ◽

Vol 7 ◽

pp. 100121

Author(s):

Luiz Gustavo C. Furlani ◽

Márcio P. Laurini ◽

Marcelo S. Portugal

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Dsge Models ◽

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Maximum likelihood estimation of a latent variable time-series model

Applied Stochastic Models in Business and Industry ◽

10.1002/asmb.426 ◽

2001 ◽

Vol 17 (1) ◽

pp. 5-17 ◽

Author(s):

Francesco Bartolucci ◽

Giovanni De Luca

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Latent Variable ◽

Likelihood Estimation ◽

Time Series Model ◽

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Full Information Maximum Likelihood Estimation for Latent Variable Interactions With Incomplete Indicators

Multivariate Behavioral Research ◽

10.1080/00273171.2016.1245600 ◽

2016 ◽

Vol 52 (1) ◽

pp. 12-30 ◽

Author(s):

Heining Cham ◽

Evgeniya Reshetnyak ◽

Barry Rosenfeld ◽

William Breitbart

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Latent Variable ◽

Likelihood Estimation ◽

Full Information ◽

Full Information Maximum Likelihood ◽

Latent Variable Interactions ◽

Variable Interactions

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Marginal Maximum Likelihood Estimation of a Latent Variable Model With Interaction

Journal of Educational and Behavioral Statistics ◽

10.3102/1076998607313593 ◽

2009 ◽

Vol 34 (1) ◽

pp. 131-144 ◽

Author(s):

Robert Cudeck ◽

Jeffrey R. Harring ◽

Stephen H. C. du Toit

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Latent Variable ◽

Likelihood Estimation ◽

Latent Variable Model ◽

Marginal Maximum Likelihood ◽

Variable Model ◽

Marginal Maximum Likelihood Estimation ◽

Marginal Maximum

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