Acceleration of the EM algorithm: P-EM versus epsilon algorithm

DOI10.1016/J.CSDA.2012.03.005MaRDI QIDQ1927191zbMATH OpenOpenAlexFDO

Authors Christophe Roland, Alain Berlinet

Publication date 30 December 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2012.03.005

zbMATH Keywords

accelerationconvergenceEM algorithmepsilon algorithmfixed point iteration

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• A curious likelihood identity for the multivariate t-distribution
• Accelerating the convergence of the EM algorithm using the vector algorithm
• Acceleration of the EM algorithm using the vector epsilon algorithm
• Acceleration Techniques for Iterated Vector and Matrix Problems
• Accélération de la convergence en analyse numérique
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• Extrapolation methods theory and practice
• scientific article; zbMATH DE number 3768770 (Why is no real title available?)
• 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 788227 (Why is no real title available?)
• On the convergence properties of the EM algorithm
• Parameter expansion to accelerate EM: the PX-EM algorithm
• Statistical analysis of finite mixture distributions
• The EM Algorithm and Extensions, 2E

Cited in

(13)

• Accelerating the convergence of the EM algorithm using the vector algorithm
• Acceleration schemes with application to the EM algorithm
• A multivariate linear regression analysis using finite mixtures of \(t\) distributions
• Improving mixture tree construction using better EM algorithms
• Estimating random-intercept models on data streams
• Geometric approach to the parallel sum of vectors and application to the vector \(\varepsilon \)-algorithm
• Accelerated estimation of switching algorithms: the cointegrated VAR model and other applications
• Modeling discrete stock price changes using a mixture of Poisson distributions
• scientific article; zbMATH DE number 5583485 (Why is no real title available?)
• Acceleration of the EM algorithm using the vector epsilon algorithm
• Recent developments in expectation-maximization methods for analyzing complex data
• Improving the vector \(\varepsilon\) acceleration for the EM algorithm using a re-starting procedure
• A note on the parameterized EM method

Describes a project that uses

Uses Software

• SQUAREM

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