A note on the parameterized EM method

被引：3

作者：

Roland, Christophe ^{[1
]}

机构：

[1] Univ Montpellier 2, Inst Math & Modelisat Montpellier, CNRS, UMR 5149,Equipe Probabil & Stat, F-34095 Montpellier 5, France

来源：

STATISTICS & PROBABILITY LETTERS | 2010年 / 80卷 / 17-18期

关键词：

EM algorithm; Fixed point iteration; Acceleration; Convergence; Spectral radius; ACCELERATION;

D O I：

10.1016/j.spl.2010.04.017

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study and analyze the parameterized method in view of the acceleration of the EM algorithm. Some theoretical results and discussions on the choice of the step size improve the understanding of the method and its limits. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：1354 / 1357

页数：4

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