Convergence of the EM algorithm for continuous mixing distributions

Yeojin Chung and Bruce G. Lindsay

Statistics & Probability Letters, 2015, vol. 96, issue C, 190-195

Abstract: Beyond the expectation–maximization (EM) algorithm for vector parameters, the EM for an unknown distribution function is often used in mixture models, density estimation, and signal recovery problems. We prove the convergence of the EM in functional spaces and show the EM likelihoods in this space converge to the global maximum.

Keywords: EM algorithm; Nonparametric maximum likelihoods; Nonparametric mixture models; Linear inverse problems (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2014.09.021

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