Acceleration schemes with application to the EM algorithm

DOI10.1016/J.CSDA.2006.12.013zbMATH Open1161.65312OpenAlexW2021510280MaRDI QIDQ1020005FDOQ1020005

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

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zbMATH Keywords

EM algorithmconvergencestabilitylinear mixed modelfixed point iterationaccelerationfinite mixturerestart strategies

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Parameter expansion to accelerate EM: the PX-EM algorithm
• New iterative schemes for nonlinear fixed point problems, with applications to problems with bifurcations and incomplete-data problems
• Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM.
• Degeneracy in the Maximum Likelihood Estimation of Univariate Gaussian Mixtures for Grouped Data and Behaviour of the EM Algorithm

Cited In (11)

• Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods
• Title not available (Why is that?)
• 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
• Spatial Statistical Downscaling for Constructing High-Resolution Nature Runs in Global Observing System Simulation Experiments
• Geometric interpretation of some Cauchy related methods
• Title not available (Why is that?)
• Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
• Randomized extrapolation for accelerating EM-type fixed-point algorithms
• The REBMIX Algorithm for the Multivariate Finite Mixture Estimation
• Accelerating the convergence of the EM algorithm using the vector \(\varepsilon \) algorithm

Uses Software

• SQUAREM

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