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EM vs MM: A Case Study

The celebrated expectation-maximization (EM) algorithm is one of the most widely used optimization methods in statistics. In recent years it has been realized that EM algorithm is a special case of the more general minorization-maximization (MM) principle. Both algorithms creates a surrogate functio...

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書目詳細資料
Main Authors: Zhou, Hua, Zhang, Yiwen
格式: Artigo
語言:Inglês
出版: 2012
主題:
在線閱讀:https://ncbi.nlm.nih.gov/pmc/articles/PMC3755471/
https://ncbi.nlm.nih.gov/pubmed/23997380
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.csda.2012.05.018
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