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The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence - MaRDI portal

The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence (Q4323530)

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scientific article; zbMATH DE number 724057
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The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
scientific article; zbMATH DE number 724057

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    The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence (English)
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    22 February 1995
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    maximum likelihood
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    expectation/conditional maximisation either
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    EM algorithm
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    constrained expected complete-data loglikelihood function
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    ECME algorithm
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    rate of convergence
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    Markov chain Monte Carlo methods
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