Meng and Schilling illustrate two ways of implementing the Monte Carlo Expectation Maximization algorithm to fit a full-information item factor model, using the Gibbs sampler to carry out the computation for the “E” steps.
Meng and Schilling illustrate two ways of implementing the Monte Carlo Expectation Maximization algorithm to fit a full-information item factor model, using the Gibbs sampler to carry out the computation for the “E” steps.