ECM-algorithms that converge at the rate of EM

Arbeitspapier

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.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: Discussion Papers ; No. 244

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Computational Techniques; Simulation Modeling ; Single Equation Models; Single Variables: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
• Thema: EM algorithm ; ECM algorithm ; ECME algorithm ; missing data ; conjugate directions algorithm ; orthogonal parameters ; rate of convergence.

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Sexton, Joe ; Swensen, Anders Rygh
• Ereignis: Veröffentlichung
• (wer): Statistics Norway, Research Department
• (wo): Oslo
• (wann): 1999

Weitere Informationen

• Handle: http://hdl.handle.net/10419/192227
• Letzte Aktualisierung: 10.03.2025, 11:42 MEZ