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 For instance, the Expectation (E) step has been replaced by Monte Carlo (MC), Markov Chain Monte Carl...

Full description

Bibliographic Details

Published in:	arXiv.org
Main Authors:	Lartigue, Thomas, Durrleman, Stanley, Allassonnière, Stéphanie
Format:	Paper
Language:	English
Published:	Ithaca Cornell University Library, arXiv.org 02.05.2022
Subjects:	Algorithms Approximation Computer simulation Convergence Design modifications Markov analysis Markov chains Optimization Simulated annealing Temperature profiles
ISSN:	2331-8422
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!