【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-accelera
【机 构】
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College of science,China Agricultural University,Beijing 100083,China;School of Statistics,Renmin Un
【出 处】
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第四届临床评价方法与应用国际研讨会(2011)
论文部分内容阅读
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.
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