- Jones and Hobert (2001). "Honest Exploration of
Intractable Probability Distributions via Markov Chain Monte
Carlo," Statistical Science 16 (4), 312--334 [PDF]
- Wei and Tanner (1990). "A Monte Carlo implementation of
the EM algorithm and the poor man's data augmentation
algorithms," JASA, 85 (411) 699--704 [PDF]
-
- How does the MCEM algorithm differ from the EM
algorithm? What's the basic principle used?
- According to Wei and Tanner, what is the difference
between the EM algorithm and an "EM-type" algorithm?
- When might the MCEM algorithm not work well (or at
least be difficult to implement)?
- What are the advantages and disadvantages of using
the "poor man's" data augmentation algorithm? Which
algorithm (MCEM or PMDA) is more computationally
intense?
- When is the "poor man's" data augmentation algorithm
likely to be close to results obtained using the true
data augmentation algorithm?
- Coding standards for Biostat
778
- Appendix A and B from
Tanenbaum
- Tanenbaum-Tovalds
Debate