Deterministic Approximate EM Algorithm; Application to the Riemann Approximation EM and the Tempered EM

The Expectation Maximisation (EM) algorithm is widely used to optimise non-convex likelihood functions with latent variables. Many authors modified its simple design to fit more specific situations. For instance, the Expectation (E) step has been replaced by Monte Carlo (MC), Markov Chain Monte Carl...

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Bibliographic Details
Main Authors: Thomas Lartigue, Stanley Durrleman, Stéphanie Allassonnière
Format: Article
Language:English
Published: MDPI AG 2022-02-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/15/3/78