A note on the parameterized EM method

Christophe Roland

Statistics & Probability Letters, 2010, vol. 80, issue 17-18, 1354-1357

Abstract: We study and analyze the parameterized method in view of the acceleration of the EM algorithm. Some theoretical results and discussions on the choice of the step size improve the understanding of the method and its limits.

Keywords: EM; algorithm; Fixed; point; iteration; Acceleration; Convergence; Spectral; radius (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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