Figure 2

Computing time of MCEM versus MCEM²for pure-birth process. Red circles and curve fit depict computing time required for MCEM² to return MLEs for the pure-birth model with${\widehat{\theta }}^{\left(0\right)}=1$ and varying θ^∗ values. Blue circles and curve fit depict identical quantities for ascent-based MCEM. Performance of MCEM² is robust to the discrepancy between initial and true parameter values, while ascent-based MCEM quickly becomes computationally intractable as the discrepancy increases.