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The stochastic approximation version of EM (SAEM) proposed by Delyon et al. (1999) is
a powerful alternative to EM when the E-step is intractable. Convergence of
SAEM toward a maximum of the observed likelihood is established when
the unobserved data are simulated at each iteration under the conditional
distribution. We show that this very restrictive assumption can be weakened. Indeed,
the results of Benveniste et al. for stochastic approximation
with Markovian perturbations are used to establish...
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