English, Article, Journal or magazine article edition: ECM-algorithms that converge at the rate of EM Joe Sexton and Anders Rygh Swensen

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Bookmark: http://trove.nla.gov.au/version/41181
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • ECM-algorithms that converge at the rate of EM
Author
  • Joe Sexton and Anders Rygh Swensen
Physical Description
  • preprint
Notes
  • This paper describes a way of constructing an ECM algorithm such that it converges at the rate of the EM algorithm. The approach is motivated by the well known conjugate directions algorithm, and a special case of it is when the parameters corresponding to different CM steps are orthogonal. Three examples are given illustrating the approach. Possible implications of the theme for the ECME algorithm are briefly discussed.
  • EM algorithm; ECM algorithm; ECME algorithm; missing data; conjugate directions algorithm; orthogonal parameters; rate of convergence.
  • RePEc:ssb:dispap:244
Language
  • English
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