Acceleration of the EM algorithm using the vector epsilon algorithm

DOI10.1007/s00180-007-0089-1zbMath1224.65001OpenAlexW2143391792MaRDI QIDQ626226

Michio Sakakihara, Mingfeng Wang, Zhi Geng, Masahiro Kuroda

Publication date: 22 February 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-007-0089-1

zbMATH Keywords

contingency tablevector epsilon algorithmexpectation-minimization (EM) algorithmWynn epsilon algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Extrapolation to the limit, deferred corrections (65B05) Contingency tables (62H17)

Related Items (7)

Acceleration of the EM algorithm: P-EM versus epsilon algorithm ⋮ Randomized extrapolation for accelerating EM-type fixed-point algorithms ⋮ Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter ⋮ Improving the vector \(\varepsilon\) acceleration for the EM algorithm using a re-starting procedure ⋮ Acceleration of the alternating least squares algorithm for principal components analysis ⋮ Acceleration of the EM algorithm using the Vector Aitken method and its Steffensen form ⋮ Quadratic extrapolation for accelerating convergence of the EM fixed point problem

Cites Work

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• Accelerating the convergence of the EM algorithm using the vector \(\varepsilon \) algorithm
• Extrapolation methods theory and practice
• On the global and componentwise rates of convergence of the EM algorithm
• The Epsilon Algorithm and Operational Formulas of Numerical Analysis
• Acceleration Techniques for Iterated Vector and Matrix Problems
• Practical Extrapolation Methods
• Conjugate Gradient Acceleration of the EM Algorithm
• Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm

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