Acceleration of the EM algorithm using the vector epsilon algorithm (Q626226)
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scientific article; zbMATH DE number 5855596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Acceleration of the EM algorithm using the vector epsilon algorithm |
scientific article; zbMATH DE number 5855596 |
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Acceleration of the EM algorithm using the vector epsilon algorithm (English)
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22 February 2011
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A technique is described for the acceleration of any EM-algorithm by the use of the vector \(\varepsilon\) algorithm scheme. It is shown that the accelerated iterations converge to the fixed point more quickly (in the Avram sense) than the initial EM iterations. Performances of the vector \(\varepsilon\) acceleration, Louis acceleration and initial EM algorithms are compared on simulation data for contingency tables with partially classified observations and incomplete bivariate normal data.
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expectation-minimization (EM) algorithm
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Wynn epsilon algorithm
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contingency table
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vector epsilon algorithm
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