Convergence properties of the EM algorithm in constrained parameter spaces

DOI10.2307/3316118MaRDI QIDQ4944651zbMATH OpenOpenAlexFDO

Authors Dan Nettleton

Publication date 24 August 2000

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/11166516403bd9ee4287cbfb9b76f7473eb73de6

zbMATH Keywords

AECM algorithmECM algorithmEM algorithmGEM algorithmincomplete datainequality constraintsorder-restricted inferencerestricted maximum-likelihood estimate

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Nonlinear programming (90C30)

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Cites work

• A constrained formulation of maximum-likelihood estimation for normal mixture distributions
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1086057 (Why is no real title available?)
• scientific article; zbMATH DE number 3310599 (Why is no real title available?)
• Interval Mapping of Quantitative Trait Loci through Order-Restricted Inference
• Isotontic regression for interval censored survival data using an e-m algorithm
• Maximum likelihood estimation via the ECM algorithm: A general framework
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• The Restricted EM Algorithm for Maximum Likelihood Estimation Under Linear Restrictions on the Parameters

Cited in

(25)

• EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions
• Convergence of a stochastic approximation version of the EM algorithm
• Global convergence of the EM algorithm for unconstrained latent variable models with categorical indicators
• Large-sample hypothesis tests for stratified group-testing data
• Efficient methods for the estimation of the multinomial parameter for the two-trait group testing model
• Fixed points of the EM algorithm and nonnegative rank boundaries
• Convergence of the EM algorithm for continuous mixing distributions
• Eigenvalues and constraints in mixture modeling: geometric and computational issues
• The restricted EM algorithm under inequality restrictions on the parameters
• Constrained EM algorithm with projection method
• Combinatorial EM algorithms
• Three ways of implementing the EM algorithm when parameters are not identifiable
• Collective versus individual effects in survival analysis of multiple failures
• Does GEM converge to MLE under Wu's conditions? -- A counter example
• Convergence theorems for generalized alternating minimization procedures
• Sufficient Conditions for Ergodicity and Convergence of MH, SA, and EM Algorithms
• Constrained inference in mixed-effects models for longitudinal data with application to hearing loss
• Parameter convergence for EM and MM algorithms
• scientific article; zbMATH DE number 4032799 (Why is no real title available?)
• Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm
• Technical note: An expectation-maximization algorithm to estimate the parameters of the Markov chain choice model
• Constrained inference for generalized linear models with incomplete covariate data
• EM estimation for finite mixture models with known mixture component size
• A constrained maximum likelihood estimation for skew normal mixtures
• A flexible latent trait model for response times in tests

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