Some properties of adding a smoothing step to the EM algorithm (Q583872)
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English | Some properties of adding a smoothing step to the EM algorithm |
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Some properties of adding a smoothing step to the EM algorithm (English)
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1990
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The EM algorithm is an iterative statistical and numerical method that in many cases is useful for finding the maximum of a likelihood. Adding a smoothing step after the usual expectation and maximization steps of the EM algorithm results in a useful method for solving statistical problems in image analysis and integral equations. The author gives some connections between this algorithm, known as EMS, and maximizing a penalized likelihood and derives an upper bound on the convergence rate.
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EM algorithm
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smoothing step
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image analysis
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penalized likelihood
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convergence rate
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