α-EM algorithm and its basic properties

Yasuo Matsuyama

    Research output: Contribution to journalArticlepeer-review

    Abstract

    A new class of statistical algorithms is presented and examined. The method is called the α-EM algorithm. This novel algorithm contains the traditional EM algorithm as a special case of α = -1. The choice of the design parameter `α' affects the eigenvalues of Hessian matrices for likelihood maximization. This causes much faster convergence than the traditional EM algorithm. Convergence theorems are given for the basic α-EM algorithm and its practical variants. Numerical evaluation shows fast convergence at nearly one-third the iteration counts and one-half the CPU time relative to the traditional method.

    Original languageEnglish
    Pages (from-to)12-23
    Number of pages12
    JournalSystems and Computers in Japan
    Volume31
    Issue number11
    DOIs
    Publication statusPublished - 2000 Oct

    ASJC Scopus subject areas

    • Computational Theory and Mathematics
    • Hardware and Architecture
    • Information Systems
    • Theoretical Computer Science

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