On the rate of convergence of the ECM algorithm (Q1327844)
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scientific article; zbMATH DE number 597415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the rate of convergence of the ECM algorithm |
scientific article; zbMATH DE number 597415 |
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On the rate of convergence of the ECM algorithm (English)
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12 December 1994
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This paper studies algorithms to find maximum likelihood estimates given the observed data. The author proves a fundamental result on the rate of convergence of the EM algorithm and ECM algorithm. An example is shown that intuitions accurate for complete-data iterative algorithms may not be trust-worthy in the presence of missing data.
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maximum likelihood estimates
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convergence
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EM algorithm
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ECM algorithm
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