Properties of the stochastic approximation EM algorithm with mini-batch sampling

DOI10.1007/s11222-020-09968-0zbMath1458.62184arXiv1907.09164OpenAlexW3083259475MaRDI QIDQ2209731

Catherine Matias, Estelle Kuhn

Publication date: 4 November 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.09164

zbMATH Keywords

EM algorithmstochastic approximationMarkov chain Monte Carlomini-batch sampling

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Stochastic approximation (62L20) Statistical aspects of big data and data science (62R07)

Related Items (3)

Global implicit function theorems and the online expectation–maximisation algorithm ⋮ On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic ⋮ On the curved exponential family in the Stochastic Approximation Expectation Maximization Algorithm

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