A Recursive EM Algorithm for Identification Subject to Missing Data

1994 ◽  
Vol 27 (8) ◽  
pp. 953-958 ◽  
Author(s):  
Alf J. Isaksson
Keyword(s):  
Missing Data ◽  
Em Algorithm ◽  
Recursive Em Algorithm

scholarly journals PENDUGAAN DATA HILANG DENGAN METODE YATES DAN ALGORITMA EM PADA RANCANGAN LATTICE SEIMBANG

2015 ◽  
Vol 4 (2) ◽  
pp. 74
Author(s):  
MADE SUSILAWATI ◽  
KARTIKA SARI
Keyword(s):  
Missing Data ◽  
Em Algorithm ◽  
Basic Concept ◽  
Incomplete Data ◽  
Likelihood Function ◽  
Animal Husbandry ◽  
Lattice Design ◽  
The Em Algorithm ◽  
Missing Data Estimation ◽  
Data Estimation

Missing data often occur in agriculture and animal husbandry experiment. The missing data in experimental design makes the information that we get less complete. In this research, the missing data was estimated with Yates method and Expectation Maximization (EM) algorithm. The basic concept of the Yates method is to minimize sum square error (JKG), meanwhile the basic concept of the EM algorithm is to maximize the likelihood function. This research applied Balanced Lattice Design with 9 treatments, 4 replications and 3 group of each repetition. Missing data estimation results showed that the Yates method was better used for two of missing data in the position on a treatment, a column and random, meanwhile the EM algorithm was better used to estimate one of missing data and two of missing data in the position of a group and a replication. The comparison of the result JKG of ANOVA showed that JKG of incomplete data larger than JKG of incomplete data that has been added with estimator of data. This suggest  thatwe need to estimate the missing data.

Predicting in multivariate incomplete time series. Application of the expectation-maximisation algorithm supplemented by the Newton-Raphson method

2021 ◽  
Vol 68 (1) ◽  
pp. 17-46
Author(s):  
Adam Korczyński
Keyword(s):  
Time Series ◽  
Missing Data ◽  
Em Algorithm ◽  
Measurement Errors ◽  
Parameters Estimation ◽  
Maximum Likelihood Estimates ◽  
Original Algorithm ◽  
Expectation Maximisation ◽  
Newton Raphson ◽  
Raphson Method

Statistical practice requires various imperfections resulting from the nature of data to be addressed. Data containing different types of measurement errors and irregularities, such as missing observations, have to be modelled. The study presented in the paper concerns the application of the expectation-maximisation (EM) algorithm to calculate maximum likelihood estimates, using an autoregressive model as an example. The model allows describing a process observed only through measurements with certain level of precision and through more than one data series. The studied series are affected by a measurement error and interrupted in some time periods, which causes the information for parameters estimation and later for prediction to be less precise. The presented technique aims to compensate for missing data in time series. The missing data appear in the form of breaks in the source of the signal. The adjustment has been performed by the EM algorithm to a hybrid version, supplemented by the Newton-Raphson method. This technique allows the estimation of more complex models. The formulation of the substantive model of an autoregressive process affected by noise is outlined, as well as the adjustment introduced to overcome the issue of missing data. The extended version of the algorithm has been verified using sampled data from a model serving as an example for the examined process. The verification demonstrated that the joint EM and Newton-Raphson algorithms converged with a relatively small number of iterations and resulted in the restoration of the information lost due to missing data, providing more accurate predictions than the original algorithm. The study also features an example of the application of the supplemented algorithm to some empirical data (in the calculation of a forecasted demand for newspapers).

scholarly journals Comparison of Serial and Parallel Computation on Predicting Missing Data with EM Algorithm

2021 ◽  
Vol 18 (1) ◽  
pp. 22-30
Author(s):  
Erna Nurmawati ◽  
Robby Hasan Pangaribuan ◽  
Ibnu Santoso
Keyword(s):  
Parallel Computing ◽  
Missing Data ◽  
Data Processing ◽  
Em Algorithm ◽  
Parallel Computation ◽  
Incomplete Data ◽  
Parallel Programs ◽  
Missing Value ◽  
Speed Up ◽  
Compute Time

One way to deal with the presence of missing value or incomplete data is to impute the data using EM Algorithm. The need for large and fast data processing is necessary to implement parallel computing on EM algorithm serial program. In the parallel program architecture of EM Algorithm in this study, the controller is only related to the EM module whereas the EM module itself uses matrix and vector modules intensively. Parallelization is done by using OpenMP in EM modules which results in faster compute time on parallel programs than serial programs. Parallel computing with a thread of 4 (four) increases speed up, reduces compute time, and reduces efficiency when compared to parallel computing by the number of threads 2 (two).

Nonparametric spectral analysis with missing data via the EM algorithm

2005 ◽  
Vol 15 (2) ◽  
pp. 191-206 ◽  
Author(s):  
Yanwei Wang ◽  
Petre Stoica ◽  
Jian Li ◽  
Thomas L. Marzetta
Keyword(s):  
Spectral Analysis ◽  
Missing Data ◽  
Em Algorithm ◽  
The Em Algorithm

scholarly journals The Orthogonally Partitioned EM Algorithm: Extending the EM Algorithm for Algorithmic Stability and Bias Correction Due to Imperfect Data

2016 ◽  
Vol 12 (1) ◽  
pp. 65-77
Author(s):  
Michael D. Regier ◽  
Erica E. M. Moodie
Keyword(s):  
Missing Data ◽  
Measurement Error ◽  
Em Algorithm ◽  
Optimal Solution ◽  
Bias Reduction ◽  
Model Parameters ◽  
Finite Sample ◽  
Imperfect Data ◽  
The Em Algorithm ◽  
Finite Sample Properties

Abstract We propose an extension of the EM algorithm that exploits the common assumption of unique parameterization, corrects for biases due to missing data and measurement error, converges for the specified model when standard implementation of the EM algorithm has a low probability of convergence, and reduces a potentially complex algorithm into a sequence of smaller, simpler, self-contained EM algorithms. We use the theory surrounding the EM algorithm to derive the theoretical results of our proposal, showing that an optimal solution over the parameter space is obtained. A simulation study is used to explore the finite sample properties of the proposed extension when there is missing data and measurement error. We observe that partitioning the EM algorithm into simpler steps may provide better bias reduction in the estimation of model parameters. The ability to breakdown a complicated problem in to a series of simpler, more accessible problems will permit a broader implementation of the EM algorithm, permit the use of software packages that now implement and/or automate the EM algorithm, and make the EM algorithm more accessible to a wider and more general audience.

Multi-User Detection Analysis via Aitken-δ2 EM Acceleration Algorithm

2011 ◽  
Vol 225-226 ◽  
pp. 284-288
Author(s):  
Jin Long Xian ◽  
Jian Wu Li
Keyword(s):  
Missing Data ◽  
Em Algorithm ◽  
Iterative Algorithm ◽  
Convergence Speed ◽  
Speed Of Convergence ◽  
Detection Analysis ◽  
The Em Algorithm ◽  
Aitken Method

The EM iterative algorithm is commonly used in recent years for missing data, which has the character of easy and popular applicability. But the EM algorithm has a fatal weakness that the convergence speed is slowly; Acceleration of the EM algorithm using the Aitken method is proposed in order to solve this problem.In Multi-user Detection, via this accelerated algorithm, we get a good performance which trends to ML performance, and compared its speed of convergence with the EM algorithm that Aitken-acceleration algorithm has faster convergence than the standard EM algorithm, and we also illustrate the performance of simulation.

Sign in / Sign up

Export Citation Format

Share Document