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Accelerating the convergence of the EM algorithm using the vector algorithm

  • Published:2006-12 Issue:3 Volume:51 Page:1549-1561
  • ISSN:0167-9473
  • Container-title:Computational Statistics & Data Analysis
  • language:en
  • Short-container-title:Computational Statistics & Data Analysis

Author:

Kuroda Masahiro,Sakakihara Michio

Publisher

Elsevier BV

Subject

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

Reference16 articles.

1. On Bernoulli's numerical solution of algebraic equations;Aitken;Proc. Roy. Soc. Edinburg,1936

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

3. Maximum likelihood from incomplete data via the EM algorithm;Dempster;J. Roy. Statist. Soc. Ser. B,1977

4. Mixed graphical models with missing data and the partial imputation EM algorithm;Geng;Scand. J. Statist.,2000

5. Conjugate gradient acceleration of the EM algorithm;Jamshidian;J. Amer. Statist. Assoc.,1993

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