EconPapers    
Economics at your fingertips  
 

Some properties of adding a smoothing step to the EM algorithm

Douglas Nychka

Statistics & Probability Letters, 1990, vol. 9, issue 2, 187-193

Abstract: A promising method for solving statistical problems in image analysis and integral equations is to add a smoothing step after the usual expectation and maximization steps of the EM algorithm (Silverman, 1990). This article gives some connections between this algorithm, known as EMS, and maximizing a penalized likelihood and derives an upper bound on the convergence rate.

Keywords: Penalized; likelihoods; image; analysis; integral; equations (search for similar items in EconPapers)
Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(92)90015-W
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:9:y:1990:i:2:p:187-193

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:9:y:1990:i:2:p:187-193