Acceleration of the EM algorithm using the vector epsilon algorithm (Q626226): Difference between revisions
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Revision as of 20:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Acceleration of the EM algorithm using the vector epsilon algorithm |
scientific article |
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Acceleration of the EM algorithm using the vector epsilon algorithm (English)
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22 February 2011
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A technique is described for the acceleration of any EM-algorithm by the use of the vector \(\varepsilon\) algorithm scheme. It is shown that the accelerated iterations converge to the fixed point more quickly (in the Avram sense) than the initial EM iterations. Performances of the vector \(\varepsilon\) acceleration, Louis acceleration and initial EM algorithms are compared on simulation data for contingency tables with partially classified observations and incomplete bivariate normal data.
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expectation-minimization (EM) algorithm
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Wynn epsilon algorithm
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contingency table
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vector epsilon algorithm
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