Discussion Papers no 244
ECM-algorithms that converge at the rate of EM
This paper describes a way of constructing an ECM algorithm such that it converges at the rate of the EM algorithm. The approach is motivated by the well known conjugate directions algorithm, and a special case of it is when the parameters corresponding to different CM steps are orthogonal. Three examples are given illustrating the approach. Possible implications of the theme for the ECME algorithm are briefly discussed.
Om publikasjonen
- Tittel
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ECM-algorithms that converge at the rate of EM
- Ansvarlige
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Joe Sexton, Anders Rygh Swensen
- Serie og -nummer
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Discussion Papers no 244
- Utgiver
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Statistics Norway, Research Department
- Emne
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Discussion Papers
- Antall sider
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17
- Målform
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Engelsk
- Om Discussion Papers
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Discussion papers comprise research papers intended for international journals and books. A preprint of a Discussion Paper may be longer and more elaborate than a standard journal article as it may include intermediate calculations, background material etc.
Kontakt
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