Accelerating the convergence of the EM algorithm using the vector algorithm

DOI10.1016/J.CSDA.2006.05.004MaRDI QIDQ1010504zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

EM algorithmacceleration of convergencevector \(\varepsilon \) algorithm

Mathematics Subject Classification ID

Point estimation (62F10)

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• Acceleration Techniques for Iterated Vector and Matrix Problems
• Conjugate Gradient Acceleration of the EM Algorithm
• Extrapolation methods theory and practice
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Mixed graphical models with missing data and the partial imputation EM algorithm
• On the global and componentwise rates of convergence of the EM algorithm
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• The Epsilon Algorithm and Operational Formulas of Numerical Analysis

Cited in

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• Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods
• Likelihood-based instrumental variable methods for Cox proportional hazards model
• 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
• Acceleration of the EM algorithm using the Vector Aitken method and its Steffensen form

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