A note on the parameterized EM method

作者：Roland Christophe^*

来源：Statistics & Probability Letters, 2010, 80(17-18): 1354-1357.

DOI：10.1016/j.spl.2010.04.017

• EM algorithm
• Fixed point iteration
• Acceleration
• Convergence
• Spectral radius

We study and analyze the parameterized method in view of the acceleration of the EM algorithm. Some theoretical results and discussions on the choice of the step size improve the understanding of the method and its limits.

• 出版日期2010-9-1