Acceleration of the EM algorithm using the vector epsilon algorithm

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

zbMATH Keywords

contingency table; vector epsilon algorithm; expectation-minimization (EM) algorithm; Wynn epsilon algorithm

Mathematics Subject Classification ID

62F10: Point estimation

65B05: Extrapolation to the limit, deferred corrections

62H17: Contingency tables

Related Items

Randomized extrapolation for accelerating EM-type fixed-point algorithms, Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter, Acceleration of the alternating least squares algorithm for principal components analysis, Acceleration of the EM algorithm using the Vector Aitken method and its Steffensen form, Improving the vector \(\varepsilon\) acceleration for the EM algorithm using a re-starting procedure, Acceleration of the EM algorithm: P-EM versus epsilon algorithm, Quadratic extrapolation for accelerating convergence of the EM fixed point problem

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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