Acceleration of the EM algorithm using the Vector Aitken method and its Steffensen form
type: Item
instance of: scholarly article
title: Acceleration of the EM algorithm using the Vector Aitken method and its Steffensen form
zbMATH Open document ID: 1362.65005
author: Qiuyue Li
author: Wangli Xu
author: Xu Guo
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2017-04-21T00:00:00Z
review text: The authors propose an acceleration expectation-maximization (EM) and vector Aitken (VA) accelerated EM algorithms, whose convergence speed is faster than that of the EM algorithm. The algorithms are based on the use of the VA method. The VA-accelerated EM algorithm does not use the information matrix but only uses the sequence of estimates obtained from iterations of the EM algorithm, thus it keeps the flexibility and simplicity of the EM algorithm. Th. Steffensen's iterative process is also considered and the Steffensen form of the VA-accelerated EM algorithm is provided. It is shown that the reform process has a quadratic convergence. Some numerical examples are presented to illustrate the efficiency of the proposed methods.
reviewed by: Abdallah Bradji
Mathematics Subject Classification ID: 65B05
zbMATH DE Number: 6707213
zbMATH Keywords: expectation-maximization algorithm
zbMATH Keywords: vector Aitken method
zbMATH Keywords: Steffensen iterative method
zbMATH Keywords: convergence rate
zbMATH Keywords: acceleration
zbMATH Keywords: numerical examples
MaRDI profile type: Publication
full work available at URL: s10255-017-0648-3
OpenAlex ID: W2614497824
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DOI: 10.1007/S10255-017-0648-3
description: scientific article; zbMATH DE number 6707213