Input: Longitudinal dataset y = (yi,j)i, j of measurement maps, with the corresponding ages (ti,j)i, j. |
Initial parameters θ0 and latent variables z0. |
Geometrically decreasing sequence of step-sizes . |
Sufficient statistics
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Initialization: set k = 0 and S0 = S(z0). |
repeat |
Simulation: foreach block of latent variables zb
do
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Draw a candidate . |
Set . |
Compute the acceptation ratio . |
end
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Stochastic approx.: . |
Maximization: . |
Increment: set k ← k + 1. |
until convergence; |
output: Estimation of θ*. |
Samples ()s approximately distributed following q(z|y,θ∗). |