Accelerating the convergence of the EM algorithm using the vector algorithm

DOI10.1016/J.CSDA.2006.05.004zbMATH Open1157.62345OpenAlexW2086256251MaRDI QIDQ1010504FDOQ1010504

Authors: 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

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• scientific article; zbMATH DE number 4032799
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zbMATH Keywords

EM algorithmacceleration of convergencevector \(\varepsilon \) algorithm

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

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• Extrapolation methods theory and practice
• Acceleration Techniques for Iterated Vector and Matrix Problems
• On the global and componentwise rates of convergence of the EM algorithm
• The Epsilon Algorithm and Operational Formulas of Numerical Analysis
• Mixed graphical models with missing data and the partial imputation EM algorithm

Cited In (12)

• Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods
• Acceleration of the EM and ECM algorithms using the Aitken \(\delta^2\) method for log-linear models with partially classified data
• Estimation of the time of exposure based on interval and censored data using the ε‐accelerated EM algorithm
• The α-EM algorithm: surrogate likelihood maximization using α-logarithmic information measures
• Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter
• Acceleration of the EM algorithm using the vector epsilon algorithm
• Acceleration of the alternating least squares algorithm for principal components analysis
• Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Improving the vector \(\varepsilon\) acceleration for the EM algorithm using a re-starting procedure
• Randomized extrapolation for accelerating EM-type fixed-point algorithms
• Acceleration of the EM algorithm: P-EM versus epsilon algorithm

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