Acceleration of the EM algorithm using the vector epsilon algorithm
From MaRDI portal
Publication:626226
DOI10.1007/s00180-007-0089-1zbMath1224.65001MaRDI QIDQ626226
Michio Sakakihara, Mingfeng Wang, Zhi Geng, Masahiro Kuroda
Publication date: 22 February 2011
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-007-0089-1
contingency table; vector epsilon algorithm; expectation-minimization (EM) algorithm; Wynn epsilon algorithm
62F10: Point estimation
65B05: Extrapolation to the limit, deferred corrections
62H17: Contingency tables
Related Items
Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter, Acceleration of the alternating least squares algorithm for principal components analysis, Acceleration of the EM algorithm using the Vector Aitken method and its Steffensen form, Improving the vector \(\varepsilon\) acceleration for the EM algorithm using a re-starting procedure, Acceleration of the EM algorithm: P-EM versus epsilon algorithm
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Accelerating the convergence of the EM algorithm using the vector \(\varepsilon \) algorithm
- Extrapolation methods theory and practice
- On the global and componentwise rates of convergence of the EM algorithm
- The Epsilon Algorithm and Operational Formulas of Numerical Analysis
- Acceleration Techniques for Iterated Vector and Matrix Problems
- Practical Extrapolation Methods
- Conjugate Gradient Acceleration of the EM Algorithm
- Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm