Acceleration of the EM algorithm

Abstract

The EM algorithm is widely used to estimate the parameters of many applications. It is simple but the convergence speed is slow. There is another algorithm called the scoring method which is faster but complicated. We show these two methods can be connected by using the EM algorithm recursively.

Publication
Proceedings of 1997 International Symposium on Nonlinear Theory and its Applications (NOLTA'97)

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