Fast moment-based estimation for hierarchical models
نویسندگان
چکیده
منابع مشابه
Fast moment estimation for generalized latent Dirichlet models
We develop a generalized method of moments (GMM) approach for fast parameter estimation in a new class of Dirichlet latent variable models with mixed data types. Parameter estimation via GMM has been demonstrated to have computational and statistical advantages over alternative methods, such as expectation maximization, variational inference, and Markov chain Monte Carlo. The key computational ...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2016
ISSN: 1369-7412
DOI: 10.1111/rssb.12165