Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods

DOI10.1016/J.CSDA.2008.11.011MaRDI QIDQ962312zbMATH OpenOpenAlexFDO

Authors Foued Saâdaoui

Publication date 6 April 2010

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

Full work available at URL https://doi.org/10.1016/j.csda.2008.11.011

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10)

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Cites work

• Accelerating the convergence of the EM algorithm using the vector algorithm
• Acceleration schemes with application to the EM algorithm
• Acceleration Techniques for Iterated Vector and Matrix Problems
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• Conjugate Gradient Acceleration of the EM Algorithm
• Convergence and Stability Properties of Minimal Polynomial and Reduced Rank Extrapolation Algorithms
• Extrapolation methods theory and practice
• scientific article; zbMATH DE number 4104359 (Why is no real title available?)
• scientific article; zbMATH DE number 3768770 (Why is no real title available?)
• scientific article; zbMATH DE number 41950 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1059776 (Why is no real title available?)
• scientific article; zbMATH DE number 1086057 (Why is no real title available?)
• scientific article; zbMATH DE number 1086058 (Why is no real title available?)
• scientific article; zbMATH DE number 788227 (Why is no real title available?)
• Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• New iterative schemes for nonlinear fixed point problems, with applications to problems with bifurcations and incomplete-data problems
• On the Barzilai and Borwein choice of steplength for the gradient method
• On the convergence properties of the EM algorithm
• Parameter expansion to accelerate EM: the PX-EM algorithm
• Relaxed steepest descent and Cauchy-Barzilai-Borwein method
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Two-Point Step Size Gradient Methods

Cited in

(9)

• Accelerating cyclic update algorithms for parameter estimation by pattern searches
• Quadratic extrapolation for accelerating convergence of the EM fixed point problem
• scientific article; zbMATH DE number 788227 (Why is no real title available?)
• A goodness-of-fit test for the stratified proportional hazards model for survival data
• Investigating volatility transmission across international equity markets using multivariate fractional models
• Randomized extrapolation for accelerating EM-type fixed-point algorithms
• Efficient data augmentation techniques for some classes of state space models
• Weibull-like bivariate probability density function and associated estimation algorithms
• Editorial: Second special issue on statistical algorithms and software

Describes a project that uses

Uses Software

• SQUAREM

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