The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
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Publication:4323530
DOI10.1093/biomet/81.4.633zbMath0812.62028OpenAlexW2118254160MaRDI QIDQ4323530
Publication date: 22 February 1995
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/81.4.633
rate of convergenceEM algorithmmaximum likelihoodMarkov chain Monte Carlo methodsECME algorithmconstrained expected complete-data loglikelihood functionexpectation/conditional maximisation either
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