On-Line Expectation–Maximization Algorithm for latent Data Models

DOI10.1111/j.1467-9868.2009.00698.xzbMath1250.62015arXiv0712.4273OpenAlexW1686266550MaRDI QIDQ2920258

Olivier Cappé, Eric Moulines

Publication date: 25 October 2012

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.4273

zbMATH Keywords

stochastic approximationadaptive algorithmson-line estimationmixture of regressionsPolyak-Ruppert averaging

Mathematics Subject Classification ID

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Uses Software

• flexmix

Cites Work

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• Stability of Stochastic Approximation under Verifiable Conditions
• Recursive EM and SAGE-inspired algorithms with application to DOA estimation
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

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