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On the rate of convergence of the ECME algorithm

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  • Mkhadri, Abdallah

Abstract

This paper deals with the matrix rate of convergence of the ECME algorithm, a simple extention of EM and ECM algorithms proposed recently by Liu and Rubin. We establish a general formula for the matrix rate of convergence of ECME which is a generalization of the result of Liu and Rubin.

Suggested Citation

  • Mkhadri, Abdallah, 1998. "On the rate of convergence of the ECME algorithm," Statistics & Probability Letters, Elsevier, vol. 37(1), pages 81-87, January.
    • Handle: RePEc:eee:stapro:v:37:y:1998:i:1:p:81-87
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    Cited by:

    1. Jinjiang Wang & Robert X. Gao & Zhuang Yuan & Zhaoyan Fan & Laibin Zhang, 2019. "A joint particle filter and expectation maximization approach to machine condition prognosis," Journal of Intelligent Manufacturing, Springer, vol. 30(2), pages 605-621, February.

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