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Acceleration of the em algorithm Using the Vector Aitken Method and Its Steffensen Form

Acta Mathematicae Applicatae Sinica 2017年第1期33卷 175-182页

作者： Xu GUO Qiu-yue LI Wang-li XU School of Statistics Beijing Normal University College of Science China Agricultural University Center for Applied Statistics School of StatisticsRenmin University of China

Based on Vector Aitken （va） method, we propose an acceleration Expectation-Maximization （em） algorithm, va-accelerated em algorithm, whose convergence speed is faster than that of em algorithm. The va-accelerated em algorithm does not use the information matrix but only uses the sequence of estimates obtained from iterations of the em algorithm, thus it keeps the flexibility and simplicity of the em algorithm. Considering Steffensen iterative process, we have also given the Steffensen form of the va-accelerated em algorithm. It can be proved that the reform process is quadratic convergence. Numerical analysis illustrate the proposed methods are efficient and faster than em algorithm.

关键词： em algorithm va-accelerated em algorithm convergence rate Steffensen iterative

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Acceleration of the em algorithm Using the Vector Aitken Method and Its Steffensen Form

Acceleration of the EM Algorithm Using the Vector Aitken Met...

引用

第四届临床评价方法与应用国际研讨会(2011)

作者： Xu Guo Qiuyue Li Wangli Xu College of science China Agricultural UniversityBeijing 100083China School of Statistics Renmin Un College of science China Agricultural UniversityBeijing 100083China School of Statistics Renmin University of ChinaBeijing 100872China

Based on Vector Aitken(va)method,we propose an accelerated Expectation-Maximization(em)algorithm,va-accelerated em algorithm,whose convergence speed is faster than that of em *** va-accelerated em algorithm does not use the information matrix but only uses the sequence of estimators obtained from iterations of the em algorithm,thus it keeps the flexibility and simplicity of the em *** Steffensen iterative process,we introduce the Steffensen form of the va-accelerated em *** can be proved that the reform process is quadratic *** analysis illustrate the proposed methods are efficient and faster than em algorithm.

关键词： em algorithm va-accelerated em algorithm Convergence rate Steffensen iterative

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