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Accelerating the convergence of the EM algorithm using the vector [epsilon] algorithm

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  • Kuroda, Masahiro
  • Sakakihara, Michio

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  • Kuroda, Masahiro & Sakakihara, Michio, 2006. "Accelerating the convergence of the EM algorithm using the vector [epsilon] algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1549-1561, December.
    • Handle: RePEc:eee:csdana:v:51:y:2006:i:3:p:1549-1561
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    References listed on IDEAS

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    1. Zhi Geng & Kang Wan & Feng Tao, 2000. "Mixed Graphical Models with Missing Data and the Partial Imputation EM Algorithm," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(3), pages 433-444, September.
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    Cited by:

    1. Alaa El Ichi & Khalide Jbilou & Rachid Sadaka, 2020. "Tensor Global Extrapolation Methods Using the n-Mode and the Einstein Products," Mathematics, MDPI, vol. 8(8), pages 1-14, August.
    2. Saâdaoui, Foued, 2010. "Acceleration of the EM algorithm via extrapolation methods: Review, comparison and new methods," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 750-766, March.
    3. Masahiro Kuroda & Zhi Geng & Michio Sakakihara, 2015. "Improving the vector $$\varepsilon $$ ε acceleration for the EM algorithm using a re-starting procedure," Computational Statistics, Springer, vol. 30(4), pages 1051-1077, December.
    4. Saâdaoui, Foued, 2023. "Randomized extrapolation for accelerating EM-type fixed-point algorithms," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
    5. Kenneth Lange & Eric C. Chi & Hua Zhou, 2014. "A Brief Survey of Modern Optimization for Statisticians," International Statistical Review, International Statistical Institute, vol. 82(1), pages 46-70, April.
    6. Kohei Adachi, 2013. "Factor Analysis with EM Algorithm Never Gives Improper Solutions when Sample Covariance and Initial Parameter Matrices Are Proper," Psychometrika, Springer;The Psychometric Society, vol. 78(2), pages 380-394, April.
    7. Tian, Guo-Liang & Tang, Man-Lai & Liu, Chunling, 2012. "Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter," Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 255-265.
    8. Jonathan James, 2012. "A tractable estimator for general mixed multinomial logit models," Working Papers (Old Series) 1219, Federal Reserve Bank of Cleveland.
    9. Kuroda, Masahiro & Mori, Yuichi & Iizuka, Masaya & Sakakihara, Michio, 2011. "Acceleration of the alternating least squares algorithm for principal components analysis," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 143-153, January.
    10. repec:fip:fedcwp:12-19 is not listed on IDEAS
    11. Berlinet, A.F. & Roland, Ch., 2012. "Acceleration of the EM algorithm: P-EM versus epsilon algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4122-4137.

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