On the rate of convergence of the ECM algorithm (Q1327844)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the rate of convergence of the ECM algorithm |
scientific article |
Statements
On the rate of convergence of the ECM algorithm (English)
0 references
12 December 1994
0 references
This paper studies algorithms to find maximum likelihood estimates given the observed data. The author proves a fundamental result on the rate of convergence of the EM algorithm and ECM algorithm. An example is shown that intuitions accurate for complete-data iterative algorithms may not be trust-worthy in the presence of missing data.
0 references
maximum likelihood estimates
0 references
convergence
0 references
EM algorithm
0 references
ECM algorithm
0 references