Improving the vector \(\varepsilon\) acceleration for the EM algorithm using a re-starting procedure
From MaRDI portal
Publication:906143
DOI10.1007/s00180-015-0565-yzbMath1329.65032MaRDI QIDQ906143
Michio Sakakihara, Zhi Geng, Masahiro Kuroda
Publication date: 29 January 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-015-0565-y
62-08: Computational methods for problems pertaining to statistics
62H30: Classification and discrimination; cluster analysis (statistical aspects)
Related Items
Uses Software
Cites Work
- Acceleration of the EM algorithm using the vector epsilon algorithm
- Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
- Choosing initial values for the EM algorithm for finite mixtures
- Accelerating the convergence of the EM algorithm using the vector \(\varepsilon \) algorithm
- On the global and componentwise rates of convergence of the EM algorithm
- EM algorithms for multivariate Gaussian mixture models with truncated and censored data
- Maximum likelihood estimation for multivariate skew normal mixture models
- Acceleration Techniques for Iterated Vector and Matrix Problems
- Introduction to Scientific Programming and Simulation Using R
- Conjugate Gradient Acceleration of the EM Algorithm
- Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item