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Acceleration of the EM algorithm using the Vector Aitken method and its Steffensen form
- Source :
- Acta Mathematicae Applicatae Sinica, English Series. 33:175-182
- Publication Year :
- 2017
- Publisher :
- Springer Science and Business Media LLC, 2017.
-
Abstract
- 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.
- Subjects :
- Mathematical optimization
Iterative and incremental development
InformationSystems_INFORMATIONSYSTEMSAPPLICATIONS
Applied Mathematics
010102 general mathematics
ComputerApplications_COMPUTERSINOTHERSYSTEMS
Aitken's delta-squared process
01 natural sciences
Steffensen's method
010104 statistics & probability
Acceleration
Rate of convergence
Ramer–Douglas–Peucker algorithm
Computer Science::Multimedia
Expectation–maximization algorithm
Convergence (routing)
0101 mathematics
Algorithm
Mathematics
Subjects
Details
- ISSN :
- 16183932 and 01689673
- Volume :
- 33
- Database :
- OpenAIRE
- Journal :
- Acta Mathematicae Applicatae Sinica, English Series
- Accession number :
- edsair.doi...........50e4fbf16402b8c7e55c0d327ddf0310