Improving the vector \(\varepsilon\) acceleration for the EM algorithm using a re-starting procedure

DOI10.1007/s00180-015-0565-yzbMath1329.65032OpenAlexW2031833496MaRDI QIDQ906143

Michio Sakakihara, Zhi Geng, Masahiro Kuroda

Publication date: 29 January 2016

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

Full work available at URL: https://doi.org/10.1007/s00180-015-0565-y

zbMATH Keywords

EM algorithmacceleration of convergencere-starting procedurevector \(\varepsilon\) algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (1)

Randomized extrapolation for accelerating EM-type fixed-point algorithms

Uses Software

• R
• spuRs

Cites Work

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• Acceleration of the EM algorithm using the vector epsilon algorithm
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• Choosing initial values for the EM algorithm for finite mixtures
• Accelerating the convergence of the EM algorithm using the vector \(\varepsilon \) algorithm
• On the global and componentwise rates of convergence of the EM algorithm
• EM algorithms for multivariate Gaussian mixture models with truncated and censored data
• Maximum likelihood estimation for multivariate skew normal mixture models
• Acceleration Techniques for Iterated Vector and Matrix Problems
• Introduction to Scientific Programming and Simulation Using R
• Conjugate Gradient Acceleration of the EM Algorithm
• Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm

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