ON THE RATE OF CONVERGENCE OF THE ECM ALGORITHM

被引：79

作者：

MENG, XL

机构：

来源：

ANNALS OF STATISTICS | 1994年 / 22卷 / 01期

关键词：

CONDITIONAL MAXIMIZATION; EM ALGORITHM; GIBBS SAMPLER; INCOMPLETE DATA; MISSING DATA; SEM ALGORITHM; SPEED OF CONVERGENCE;

D O I：

10.1214/aos/1176325371

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The fundamental result on the rate of convergence of the EM algorithm has proven to be theoretically valuable and practically useful. Here, this result is generalized to the ECM algorithm, a more flexible and applicable iterative algorithm proposed recently by Meng and Rubin. Results on the rate of convergence of variations of ECM are also presented. An example is given to show that intuitions accurate for complete-data iterative algorithms may not be trustworthy in the presence of missing data.

引用

页码：326 / 339

页数：14

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