Acceleration schemes with application to the EM algorithm

DOI10.1016/J.CSDA.2006.12.013MaRDI QIDQ1020005zbMATH OpenOpenAlexFDO

Authors Christophe Roland, Alain Berlinet

Publication date 29 May 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.2006.12.013

zbMATH Keywords

EM algorithmconvergencestabilitylinear mixed modelfixed point iterationaccelerationfinite mixturerestart strategies

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99)

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• Degeneracy in the Maximum Likelihood Estimation of Univariate Gaussian Mixtures for Grouped Data and Behaviour of the EM Algorithm
• Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM.
• New iterative schemes for nonlinear fixed point problems, with applications to problems with bifurcations and incomplete-data problems
• Parameter expansion to accelerate EM: the PX-EM algorithm

Cited in

(13)

• Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods
• scientific article; zbMATH DE number 1423408 (Why is no real title available?)
• Squared polynomial extrapolation methods with cycling: an application to the positron emission tomography problem
• Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
• The REBMIX algorithm for the multivariate finite mixture estimation
• Geometric interpretation of some Cauchy related methods
• Spatial Statistical Downscaling for Constructing High-Resolution Nature Runs in Global Observing System Simulation Experiments
• Improving the vector \(\varepsilon\) acceleration for the EM algorithm using a re-starting procedure
• scientific article; zbMATH DE number 5583485 (Why is no real title available?)
• Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
• Quadratic extrapolation for accelerating convergence of the EM fixed point problem
• Randomized extrapolation for accelerating EM-type fixed-point algorithms
• Accelerating the convergence of the EM algorithm using the vector algorithm

Describes a project that uses

Uses Software

• SQUAREM

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