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

Author:

Berlinet A.F.,Roland Ch.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference19 articles.

1. Parabolic acceleration of the EM algorithm;Berlinet;Stat. Comput. J.,2009

2. Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models;Biernacki;Comput. Statist. Data Anal.,2003

3. Accélération de la Convergence en Analyse Numérique;Brezinski,1977

4. Extrapolation Methods: Theory and Practice;Brezinski,1991

5. Maximum likelihood from incomplete data via the EM algorithm (with discussion);Dempster;J. Roy. Statist. Soc. B,1977

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