Acceleration of the EM algorithm using the vector epsilon algorithm
Author
Abstract
Suggested Citation
DOI: 10.1007/s00180-007-0089-1
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Saâdaoui, Foued, 2023. "Randomized extrapolation for accelerating EM-type fixed-point algorithms," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
- 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.
- 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.
- 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.
- 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.
More about this item
Keywords
The vector ε algorithm; The EM algorithm; The Louis’s EM algorithm; Acceleration of convergence;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:23:y:2008:i:3:p:469-486. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.