Acceleration schemes with application to the EM algorithm

DOI10.1016/j.csda.2006.12.013zbMath1161.65312OpenAlexW2021510280MaRDI QIDQ1020005

Christophe Roland, Alain F. Berlinet

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.12.013

zbMATH Keywords

stabilityconvergenceEM algorithmaccelerationfixed point iterationlinear mixed modelfinite mixturerestart strategies

Mathematics Subject Classification ID

Related Items (5)

Squared polynomial extrapolation methods with cycling: an application to the positron emission tomography problem ⋮ Geometric interpretation of some Cauchy related methods ⋮ The REBMIX Algorithm for the Multivariate Finite Mixture Estimation ⋮ Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods ⋮ Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules

Uses Software

• SQUAREM

Cites Work

• Unnamed Item
• Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM.
• New iterative schemes for nonlinear fixed point problems, with applications to problems with bifurcations and incomplete-data problems
• Degeneracy in the Maximum Likelihood Estimation of Univariate Gaussian Mixtures for Grouped Data and Behaviour of the EM Algorithm
• Parameter expansion to accelerate EM: the PX-EM algorithm

This page was built for publication: Acceleration schemes with application to the EM algorithm