Parameter convergence for EM and MM algorithms

Statistica Sinica

Volumn 15, Issue 3, 2005, Pages 831-840

  Vaida, Florin ^a,b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

EM; MM algorithm

Indexed keywords

EID: 26844582271     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (9)

1. Arslan, O., Constable, P. D. L. and Kent, J. T. (1993). Domains of convergence for the EM algorithm: a cautionary tale in a location estimation problem, Statist. Comput. 3, 103-108.
2. Becker, M. P., Yang, I. and Lange, K. (1997). EM algorithms without missing data. Statist. Methods in Medical Res. 6, 38-54.
3. Boyles, R. A. (1983). On the convergence of the EM algorithm. J. Roy. Statist. Soc. Ser. B 45, 47-50.
4. Dempster, A. P., Laird, N. M. and Rubin, D. B. (1977). Maximum Likelihood from Incomplete Data via the EM Algorithm (with discussion). J. Roy. Statist. Soc. Ser. B 39, 1-38.
5. Lange, K., Hunter, D. R. and Yang, I. (2000). Optimization transfer using surrogate objective functions (with discussion), J. Comput. Graph. Statist. 9, 1-20.
6. Lehmann, E. L. (1983). Theory of Point Estimation. Wiley, New York.
7. McLachlan, G. J. and Krishnan, T. (1996). The EM Algorithm and Extensions. Wiley, New York.
8. Murray, G. D. (1977). Discussion of Dempster et al. maximum likelihood from incomplete data via the EM. J. Roy. Statist. Soc. Ser. B 39, 1-38.
9. Wu, C. F. J. (1983). On the convergence properties of the EM algorithm. Ann. Statist. 11, 95-103.