Accelerating the convergence of the EM algorithm using the vector \(\varepsilon \) algorithm

DOI10.1016/J.CSDA.2006.05.004zbMath1157.62345OpenAlexW2086256251MaRDI QIDQ1010504

Masahiro Kuroda, Michio Sakakihara

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.05.004

zbMATH Keywords

EM algorithmacceleration of convergencevector \(\varepsilon \) algorithm

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (9)

Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper ⋮ Acceleration of the EM algorithm: P-EM versus epsilon algorithm ⋮ Randomized extrapolation for accelerating EM-type fixed-point algorithms ⋮ Acceleration of the EM algorithm using the vector epsilon algorithm ⋮ Estimation of the time of exposure based on interval and censored data using the ε‐accelerated EM algorithm ⋮ Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter ⋮ Improving the vector \(\varepsilon\) acceleration for the EM algorithm using a re-starting procedure ⋮ Acceleration of the alternating least squares algorithm for principal components analysis ⋮ Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods

Cites Work

• Extrapolation methods theory and practice
• On the global and componentwise rates of convergence of the EM algorithm
• Mixed Graphical Models with Missing Data and the Partial Imputation EM Algorithm
• Maximum likelihood estimation via the ECM algorithm: A general framework
• The Epsilon Algorithm and Operational Formulas of Numerical Analysis
• Acceleration Techniques for Iterated Vector and Matrix Problems
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Conjugate Gradient Acceleration of the EM Algorithm
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