Acceleration of the EM algorithm
Proceedings of 1997 International Symposium on Nonlinear Theory and its Applications (NOLTA'97), pp. 755–758
Authors:
- Shiro Ikeda
Keywords:
- EM algorithm
Abstract:
The EM algorithm is widely used to estimate the parameters of many applications. It is simple but the convergence speed is slow. There is another algorithm called the scoring method which is faster but complicated. We show these two methods can be connected by using the EM algorithm recursively.