Acceleration of the EM Algorithm Using the Vector Aitken Method and Its Steffensen Form

摘要：

Based on Vector Aitken(VA)method,we propose an accelerated 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 estimators obtained from iterations of the EM algorithm,thus it keeps the flexibility and simplicity of the EM algorithm.Considering Steffensen iterative process,we introduce 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.

关键词： EM algorithm VA-accelerated EM algorithm Convergence rate Steffensen iterative

作者: Xu Guo Qiuyue Li Wangli Xu

作者单位: College of science,China Agricultural University,Beijing 100083,China;School of Statistics,Renmin Un College of science,China Agricultural University,Beijing 100083,China School of Statistics,Renmin University of China,Beijing 100872,China

会议类型: 国内会议

会议名称: 第四届临床评价方法与应用国际研讨会(2011)

会议地点: 北京

会议语种:英文

页码: 1-13

在线出版日期: 2011-07-02（万方平台首次上网日期，不代表论文的发表时间）