RPEM: Randomized Monte Carlo parametric expectation maximization algorithm

• Main Authors: Rong Chen (Author), Alan Schumitzky (Author), Alona Kryshchenko (Author), Keith Nieforth (Author), Michael Tomashevskiy (Author), Shuhua Hu (Author), Romain Garreau (Author), Julian Otalvaro (Author), Walter Yamada (Author), Michael N. Neely (Author)
• Format: Book
• Published: Wiley, 2024-05-01T00:00:00Z.
• Subjects: article
• Online Access: Connect to this object online.

Abstract Inspired from quantum Monte Carlo, by sampling discrete and continuous variables at the same time using the Metropolis-Hastings algorithm, we present a novel, fast, and accurate high performance Monte Carlo Parametric Expectation Maximization (MCPEM) algorithm. We named it Randomized Parame...