@article{JSFS_2002__143_3-4_57_0, author = {Foulley, Jean-Louis}, title = {Algorithme {EM} : th\'eorie et application au mod\`ele mixte}, journal = {Journal de la Soci\'et\'e fran\c{c}aise de statistique}, pages = {57--109}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {143}, number = {3-4}, year = {2002}, language = {fr}, url = {http://www.numdam.org/item/JSFS_2002__143_3-4_57_0/} }
TY - JOUR AU - Foulley, Jean-Louis TI - Algorithme EM : théorie et application au modèle mixte JO - Journal de la Société française de statistique PY - 2002 SP - 57 EP - 109 VL - 143 IS - 3-4 PB - Société française de statistique UR - http://www.numdam.org/item/JSFS_2002__143_3-4_57_0/ LA - fr ID - JSFS_2002__143_3-4_57_0 ER -
%0 Journal Article %A Foulley, Jean-Louis %T Algorithme EM : théorie et application au modèle mixte %J Journal de la Société française de statistique %D 2002 %P 57-109 %V 143 %N 3-4 %I Société française de statistique %U http://www.numdam.org/item/JSFS_2002__143_3-4_57_0/ %G fr %F JSFS_2002__143_3-4_57_0
Foulley, Jean-Louis. Algorithme EM : théorie et application au modèle mixte. Journal de la Société française de statistique, Tome 143 (2002) no. 3-4, pp. 57-109. http://www.numdam.org/item/JSFS_2002__143_3-4_57_0/
An introduction to multivariate analysis, J Wiley and Sons, New York. | MR
(1984),Variance components models with binary response : interviewer probability, Journal of the Royal Statistical Society B, 47, 203-210. | MR
, (1985),Modelling variance heterogeneity in normal regression using GLIM, Applied Statistics, 36, 332-339.
(1987),Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm, Journal of the Royal Statistical Society B, 61,265-285. | Zbl
, (1999),On the convergence of the EM algorithm, Journal of the Royal Statistical Society B, 45, 47-50. | MR | Zbl
(1983),The SEM algorithm : a probabilistic teacher algorithm derived from the EM algorithm for the mixture problem, Computational Statistics Quaterly, 2, 73-82.
, (1985),A Stochastic Approximation Type EM Algorithm for the Mixture Problem, Stochastics and Stochastics Reports, 41, 119-134. | MR | Zbl
, (1992),A classification algorithm for clustering and two stochastic versions. Computational Statistics and Data Analysis, 14, 315-322. | Zbl
, (1992),Some stochastic versions of the EM algorithm. Journal of Statistical Computation and Simulation, 55, 287-314. | Zbl
, , (1996),Further insights into tests of variance components and model selection, Proceedings of the 7th World Congress of Genetics applied to Livestock Production, Montpellier, France, 19-23 August 2002.
, , (2002),Convergence of a stochastic approximation version of the EM algorithm, Annals of Statistics, 27, 94-128. | MR | Zbl
, , (1999),Maximum likelihood estimation from incomplete data via the EM algorithm, Journal of the Royal Statistical Society B, 39,1-38. | MR | Zbl
, , (1977),Discussion on maximum likelihood from incomplete data via the EM algorithm (by Dempster A., Laird N., Rubin R.), Journal of the Royal Statistical Society B, 39, 1-38. | MR | Zbl
(1977),Theory of statistical estimation, Proceedings of the Cambridge Philosophical Society, 22, 700-725. | JFM
(1925),A simple argument showing how to derive restricted maximum likelihood, Journal of Dairy Science, 76, 2320-2324.
(1993),ECM approaches to heteroskedastic mixed models with constant variance ratios. Genetics Selection Evolution, 29, 297-318.
(1997),Empirical Bayes estimation of parameters for n polygenic binary traits, Genetics Selection Evolution, 19, 127-224.
, , , (1987),Marginal likelihood and Bayesian approaches to the analysis of heterogeneous residual variances in mixed linear Gaussian models, Computational Statistics and Data Analysis, 13, 291-305. | Zbl
, , , (1992),Heterogeneous variances in Gaussian linear mixed models, Genetics Selection Evolution, 27, 211-228.
, (1995),A link function approach to heterogeneous variance components, Genetics Selection Evolution, 30, 27-43.
, , (1998),The PX EM algorithm for fast fitting of Henderson's mixed model, Genetics Selection Evolution, 32, 143-163.
, (2000),EM-REML estimation of covariance parameters in Gaussian mixed models for longitudinal data analysis, Genetics Selection Evolution, 32, 129-141.
, , (2000),Méthodes du maximum de vraisemblance en modèle linéaire mixte, Journal de la Société Française de Statistique, 143, 1-2, 5-52.
, , (2002),Mélange de modèles mixtes : application à l'analyse des appariements de chromosomes chez des haploïdes de colza, Journal de la Société Française de Statistique, 143, 1-2, 147-153.
, , , , (2002),Maximum likelihood estimation for the mixed analysis of variance model, Biometrika, 54, 93-108. | MR | Zbl
, (1967),Bayesian inference for variance components using only error contrasts, Biometrika, 61, 383-385. | MR | Zbl
(1974),Maximum likelihood approaches to variance component estimation and to related problems, Journal of the American Statistical Association, 72, 320-340. | MR | Zbl
(1977),Sire evaluation and genetic trends, In : Proceedings of the animal breeding and genetics symposium in honor of Dr J Lush. American Society Animal Science-American Dairy Science Association, 10-41, Champaign, IL.
(1973),Applications of linear models in animal breeding, University of Guelph, Guelph, 1984.
(1984),Coupling a stochastic approximation version of EM with a MCMC procedure, Rapport technique, Université Paris Sud, 15 pages.
, (2002),The computation of estimates of variance components using the EM algorithm, Journal of Statistical Computation and Simulation, 14, 295-303. | MR | Zbl
(1982),Random effects models for longitudinal data, Biometrics, 38 963-974. | Zbl
, (1982),Maximum likelihood computations with repeated measures : Application of the EM algorithm. Journal of the American Statistical Association, 82, 97-105. | MR | Zbl
, , (1987),A gradient algorithm locally equivalent to the EM algorithm, Journal of the Royal Statistical Society B, 57, 425-437. | MR | Zbl
(1995),A Bayesian approach to the linear model with unequal variances, Technometrics, 17, 95-102. | MR | Zbl
(1975),Bayesian methods, an analysis for statisticians and interdisciplinary researchers, Cambridge University Press, Cambridge, UK. | MR | Zbl
, (1999),Longitudinal data analysis using generalized linear models, Biometrika, 73, 13-22. | MR | Zbl
, (1986),A type of restricted maximum likelihood estimator of variance components in generalized linear mixed models, Biometrika, 89, 401-409. | MR | Zbl
, (2002)Bayes Estimates for the Linear Model, Journal of the Royal Statistical Society B, 34, 1-41. | MR | Zbl
, (1972),Newton-Raphson and EM algorithms for linear mixed effects models for repeated measures data, Journal of the American Statistical Association, 83, 1014-1022. | MR | Zbl
, (1988),The ECME algorithm : a simple extension of the EM and ECM with faster monotone convergence, Biometrika, 81, 633-648. | MR | Zbl
, (1994),Parameter expansion to accelerate EM : the PX-EM algorithm, Biometrika, 85, 755-770. | MR | Zbl
, , (1998),Parameter expansion scheme for data augmentation, Journal of the American Statistical Association, 94, 1264-1274. | MR | Zbl
, (1999),Finding the observed information matrix when using the EM algorithm, Journal of the Royal Statistical Society B, 44, 226-233. | MR | Zbl
(1982),Mixture models : inferences and applications to clustering, Marcel Dekker, New York. | MR | Zbl
, (1988)The EM algorithm and extensions, John Wiley & Sons, New York. | MR | Zbl
, (1997),Finite mixture models, John Wiley & Sons, New York. | MR
, (2000),Missing data : dial M for ? ? ?, Journal of the American Statistical Association, 95, 1325-1330. | MR | Zbl
(2000)Using EM to obtain asymptotic variance-covariance matrices : the SEM algorithm, Journal of the American Statistical Association, 86, 899-909.
, (1991),Maximum likelihood estimation via the ECM algorithm : a general framework, Biometrika, 80, 267-278. | MR | Zbl
, (1993),The EM algorithm-an Old Folk-song Sung to a Fast New Tune, Journal of the Royal Statistical Society B 59, 511-567. | MR | Zbl
, (1997),Fast EM-type implementations for mixed effects models, Journal of the Royal Statistical Society B 60, 559-578. | MR | Zbl
, (1998),Analyzing dispersion effects from replicated factorial experiments, Technometrics, 30, 247-257. | MR | Zbl
, (1988),Mining bacillus subtilis chromosome heterogeneities using hidden Markov models, Nucleic Acid Research, 30, 1418-1426.
, , , , , , , (2002),The stochastic EM algorithm : estimation and asymptotic results, Bernoulli, 6, 457-489. | MR | Zbl
(2000),Recovery of inter-block information when block sizes are unequal, Biometrika, 58, 545-554. | MR | Zbl
, (1971),Linear Statistical Inference and its Applications, 2nd édition. Wiley, New-York. | MR | Zbl
(1973),Estimation of variance components and applications, North Holland series in statistics and probability, Elsevier, Amsterdam. | MR | Zbl
, (1988),Heterogeneity of variance for type traits in the Montbéliarde cattle. Genetics Selection Evolution, 29, 545-570.
, , (1997),Accounting for variance heterogeneity in French dairy cattle genetic evaluation, Livestock Production Science, 60, 343-357.
, , , (1999),Modelling the growth curve of Maine Anjou beef cattle using heteroskedastic random regression models. Genetics Selection Evolution, 34, 423-445.
, , (2002),Mixtures of distributions : inference and estimation, In Markov Chain Monte Carlo in Practice (Gilks W.R., Ricardson S., Spiegelhalter D.J., editors), Chapman & Hall, London, 441-464. | MR | Zbl
(1996),Monte Carlo Statistical Methods, Springer, Berlin. | MR | Zbl
, (1999),Hétéroscédasticité et modèles linéaires mixtes : théorie et applications en génétique quantitative, Journal de la Société Française de Statistiques, 143, 155-165.
, , (2002),Matrix algebra useful for statistics, J. Wiley and Sons, New-York. | MR | Zbl
(1992),Variance components, J. Wiley and Sons, New-York. | MR | Zbl
, , (1992),Estimating variance components in a class of mixed models by restricted maximum likelihood, Journal of Dairy Science, 69, 1156-1165.
, (1986),Tools for Statistical Inference : Methods for the Exploration of Posterior Distributions and Likelihood Functions, Springer, New York. | MR | Zbl
(1996),The calculation of posterior distributions by Data Augmentation (with discussion), Journal of the American Statistical Association, 82, 528-550. | MR | Zbl
, (1987),Recursive parameter estimation using incomplete data, Journal of the Royal Statistical Society B, 46, 257-267. | MR | Zbl
(1984),Statistical Analysis of Finite Mixture, John Wiley & Sons, New York. | MR
, , (1985),A review of genetic parameter estimation, Proceedings of the 7 th World Congress of Genetics applied to Livestock Production, Montpellier, France, 19-23 August 2002.
(2002),Fitting mixed-effects models using efficient EM-type algorithms, Journal of Computational and Graphical Statistics, 9, 78-98. | MR
(2000),The art of data augmentation, Journal of Computational and Graphical Statistics 10, 1-50. | MR
, (2001),A Monte Carlo implementation of the EM algorithm and the poor man's data augmentation algorithms, Journal of the American Statistical Association, 85, 699-704.
, (1990),Genetic data analysis II, Sinauer associates, Sunderland, Massachussets.
(1996),Joint estimation of location, dispersion, and random effects in robust design, Technometrics, 40, 62-71. | Zbl
, (1998),On the convergence properties of the EM algorithm. Annals of Statistics, 11, 95-103. | MR
(1983),A statistical model for the genetic origin of allometric scaling laws in biology, Journal of Theoretical Biology, 219, 121-135.
, , , (2002),