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Some properties of adding a smoothing step to the EM algorithm

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  • Nychka, Douglas

Abstract

A promising method for solving statistical problems in image analysis and integral equations is to add a smoothing step after the usual expectation and maximization steps of the EM algorithm (Silverman, 1990). This article gives some connections between this algorithm, known as EMS, and maximizing a penalized likelihood and derives an upper bound on the convergence rate.

Suggested Citation

  • Nychka, Douglas, 1990. "Some properties of adding a smoothing step to the EM algorithm," Statistics & Probability Letters, Elsevier, vol. 9(2), pages 187-193, February.
    • Handle: RePEc:eee:stapro:v:9:y:1990:i:2:p:187-193
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    Cited by:

    1. McKay, Ian, 1996. "A note on density estimation for Poisson mixtures," Statistics & Probability Letters, Elsevier, vol. 27(3), pages 255-258, April.
    2. Wai-Yuan Tan & Si Chin Tang & Sho Rong Lee, 1998. "Estimation of HIV seroconversion and effects of age in the San Francisco homosexual population," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(1), pages 85-102.

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