Deterministic Approximate EM Algorithm; Application to the Riemann Approximation EM and the Tempered EM

The Expectation Maximisation (EM) algorithm is widely used to optimise non-convex likelihood functions with latent variables. Many authors modified its simple design to fit more specific situations. For instance, the Expectation (E) step has been replaced by Monte Carlo (MC), Markov Chain Monte Carl...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	arXiv.org
Hauptverfasser:	Lartigue, Thomas, Durrleman, Stanley, Allassonnière, Stéphanie
Format:	Paper
Sprache:	Englisch
Veröffentlicht:	Ithaca Cornell University Library, arXiv.org 02.05.2022
Schlagworte:	Algorithms Approximation Computer simulation Convergence Design modifications Markov analysis Markov chains Optimization Simulated annealing Temperature profiles
ISSN:	2331-8422
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!