Acceleration of the EM algorithm using the Vector Aitken method and its Steffensen form

DOI10.1007/s10255-017-0648-3zbMath1362.65005OpenAlexW2614497824MaRDI QIDQ523777

Qiuyue Li, Wang-li Xu, Xu Guo

Publication date: 21 April 2017

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-017-0648-3

zbMATH Keywords

numerical examplesconvergence rateaccelerationexpectation-maximization algorithmSteffensen iterative methodvector Aitken method

Mathematics Subject Classification ID

Extrapolation to the limit, deferred corrections (65B05)

Related Items (1)

Randomized extrapolation for accelerating EM-type fixed-point algorithms

Cites Work

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• Acceleration of the EM algorithm using the vector epsilon algorithm
• Acceleration of the EM and ECM algorithms using the Aitken \(\delta^2\) method for log-linear models with partially classified data
• On the convergence properties of the EM algorithm
• Extrapolation methods theory and practice
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Sampling-Based Approaches to Calculating Marginal Densities
• Parameter expansion to accelerate EM: the PX-EM algorithm
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Conjugate Gradient Acceleration of the EM Algorithm

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