Acceleration of the EM algorithm using the vector epsilon algorithm
From MaRDI portal
Publication:626226
DOI10.1007/s00180-007-0089-1zbMath1224.65001MaRDI QIDQ626226
Michio Sakakihara, Mingfeng Wang, Zhi Geng, Masahiro Kuroda
Publication date: 22 February 2011
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-007-0089-1
contingency table; vector epsilon algorithm; expectation-minimization (EM) algorithm; Wynn epsilon algorithm
62F10: Point estimation
65B05: Extrapolation to the limit, deferred corrections
62H17: Contingency tables
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Cites Work
- Accelerating the convergence of the EM algorithm using the vector \(\varepsilon \) algorithm
- Extrapolation methods theory and practice
- On the global and componentwise rates of convergence of the EM algorithm
- The Epsilon Algorithm and Operational Formulas of Numerical Analysis
- Acceleration Techniques for Iterated Vector and Matrix Problems
- Practical Extrapolation Methods
- Conjugate Gradient Acceleration of the EM Algorithm
- Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
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