The knee-jerk mapping

MaRDI QIDQ6477306zbMATH OpenFDO

Authors Peter G. Doyle, James A. Reeds

Publication date 2 June 2006

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Numerical methods involving duality (49M29)

Abstract: We claim to give the definitive theory of what we call the `knee-jerk mapping', which is the basis for a class of optimization algorithms introduced by Baum, and promoted by Dempster, Laird, and Rubin under the name `EM algorithm'.

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