On the rate of convergence of the ECME algorithm

被引：1

作者：

Mkhadri, A ^{[1
]}

机构：

[1] Cadi Ayyad Univ, Dept Math, Marrakech, Morocco

来源：

STATISTICS & PROBABILITY LETTERS | 1998年 / 37卷 / 01期

关键词：

incomplete data; missing data; EM algorithm; ECM algorithm; ECME algorithm; rate of convergence;

D O I：

10.1016/S0167-7152(97)00103-X

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：

This paper deals with the matrix rate of convergence of the ECME algorithm, a simple extention of EM and ECM algorithms proposed recently by Liu and Rubin. We establish a general formula for the matrix rate of convergence of ECME which is a generalization of the result of Liu and Rubin. (C) 1998 Elsevier Science B.V.

引用

页码：81 / 87

页数：7

共 7 条

[1]

BESAG J, 1986, J R STAT SOC B, V48, P259

[2]

DAVIS PJ, 1965, APPLIED MATH SERIES, V55, P253

[3] MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM [J].

DEMPSTER, AP ;

LAIRD, NM ;

RUBIN, DB .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (01) :1-38

[4]

LIU CH, 1994, BIOMETRIKA, V81, P633

[5] ON THE RATE OF CONVERGENCE OF THE ECM ALGORITHM [J].

MENG, XL .

ANNALS OF STATISTICS, 1994, 22 (01) :326-339

[6]

MENG XL, 1993, BIOMETRIKA, V80, P267, DOI 10.2307/2337198

[7]

MENG XL, 1997, IN PRESS J ROY STA B

← 1 →