Prediction of the EM-Algorithm Speed of Convergence with Cramer-Rao Bounds

Author(s):  
Cedric Herzet ◽  
Luc Vandendorpe
2011 ◽  
Vol 225-226 ◽  
pp. 284-288
Author(s):  
Jin Long Xian ◽  
Jian Wu Li

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.


2011 ◽  
Vol 225-226 ◽  
pp. 280-283
Author(s):  
Jin Long Xian ◽  
Jian Wu Li

The EM iterative algorithm is a very general and popular algorithm that commonly used for missing data to find maximum likelihood in recent years, which has the character of stability,flexibility and simlicity.However, the EM algorithm has a great weakness that the convergence speed is slowly; Acceleration of the EM algorithm using the Vector-ε method is proposed in order to solve this problem in this paper.In Multi-user Detection, via this accelerated algorithm, we get a good performance which trends to ML performance and improving the computational efficiency, and compared its speed of convergence with the EM algorithm that Vector-ε acceleration algorithm has faster convergence than the standard EM algorithm.


2008 ◽  
Vol 56 (6) ◽  
pp. 2218-2228 ◽  
Author(s):  
CÉdric Herzet ◽  
ValÉry Ramon ◽  
Alexandre Renaux ◽  
Luc Vandendorpe

2012 ◽  
Vol 532-533 ◽  
pp. 1445-1449
Author(s):  
Ting Ting Tong ◽  
Zhen Hua Wu

EM algorithm is a common method to solve mixed model parameters in statistical classification of remote sensing image. The EM algorithm based on fuzzification is presented in this paper to use a fuzzy set to represent each training sample. Via the weighted degree of membership, different samples will be of different effect during iteration to decrease the impact of noise on parameter learning and to increase the convergence rate of algorithm. The function and accuracy of classification of image data can be completed preferably.


2015 ◽  
Vol 4 (2) ◽  
pp. 74
Author(s):  
MADE SUSILAWATI ◽  
KARTIKA SARI

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.


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