Conjugate Gradient Acceleration of the EM Algorithm
نویسندگان
چکیده
منابع مشابه
Acceleration of the EM algorithm
The EM algorithm is used for many applications including Boltzmann machine, stochastic Perceptron and HMM. This algorithm gives an iterating procedure for calculating the MLE of stochastic models which have hidden random variables. It is simple, but the convergence is slow. We also have “Fisher’s scoring method”. Its convergence is faster, but the calculation is heavy. We show that by using the...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1993
ISSN: 0162-1459
DOI: 10.2307/2290716