Parameter Estimation Via Expectation Maximization - Expectation Consistent Algorithm

In the context of the expectation-maximization (EM) algorithm, which often faces challenges due to intractable posterior distributions, this study explores an innovative approach by integrating the EM algorithm with expectation consistent (EC) approximate inference. Our method involves the incorpora...

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Vydáno v:Proceedings of the ... IEEE International Conference on Acoustics, Speech and Signal Processing (1998) s. 9506 - 9510
Hlavní autoři: Xiao, Fangqing, Slock, Dirk
Médium: Konferenční příspěvek
Jazyk:angličtina
Vydáno: IEEE 14.04.2024
Témata:
Approximation algorithms
Expectation Consistency
Expectation-Maximization
Fixed points
Inference algorithms
Measurement
Parameter estimation
Robustness
Signal processing
Signal processing algorithms
ISSN:2379-190X
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Shrnutí:In the context of the expectation-maximization (EM) algorithm, which often faces challenges due to intractable posterior distributions, this study explores an innovative approach by integrating the EM algorithm with expectation consistent (EC) approximate inference. Our method involves the incorporation of the EC algorithm into the M-step of the EM algorithm, resulting in the EM-EC algorithm. We demonstrate that the fixed points of the proposed EM-EC algorithm correspond to stationary points of a specific constrained auxiliary function, thereby providing a variational interpretation of the algorithm. Through simulations, we showcase the effectiveness and robustness of this novel approach, highlighting its potential for advancing the field of Bayesian network estimation.
ISSN:2379-190X
DOI:10.1109/ICASSP48485.2024.10447082