Acceleration of the em algorithm: P-EM versus epsilon algorithm

Computational Statistics and Data Analysis

Volumn 56, Issue 12, 2012, Pages 4122-4137

  Berlinet, A F ^a   Roland, Ch ^a  

^a UNIVERSITÉ DE MONTPELLIER   (France)

Author keywords

Acceleration; Convergence; EM algorithm; Epsilon algorithm; Fixed point iteration

Indexed keywords

CONVERGENCE; EFFICIENT PATH; EM ALGORITHMS; EPSILON-ALGORITHM; FIXED POINT ITERATION; FIXED-POINT ALGORITHMS; GLOBAL MAXIMUM; HESSIAN MATRICES; ITS EFFICIENCIES; NUMERICAL EXPERIMENTS; OBJECTIVE FUNCTIONS; SIMULATED DATA; SOFTWARE COMPONENT; STATISTICAL MODELS;

ACCELERATION; MAXIMUM LIKELIHOOD;

ALGORITHMS;

EID: 84864132730     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.03.005     Document Type: Article

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