Alternative implementations of Monte Carlo EM algorithms for likelihood inferences

Open Access

15 July 2001

journal article
research article
Published by Springer Nature in Genetics Selection Evolution

Vol. 33 (4) , 1-10
https://doi.org/10.1186/1297-9686-33-4-443

Abstract

Two methods of computing Monte Carlo estimators of variance components using restricted maximum likelihood via the expectation-maximisation algorithm are reviewed. A third approach is suggested and the performance of the methods is compared using simulated data.

Keywords

RESTRICTED MAXIMUM LIKELIHOOD
MARKOV CHAIN MONTE CARLO
EM ALGORITHM
MONTE CARLO VARIANCE
VARIANCE COMPONENTS