Convergence of a Particle-Based Approximation of the Block Online Expectation Maximization Algorithm.
Sylvain Le CorffGersende FortPublished in: ACM Trans. Model. Comput. Simul. (2013)
Keyphrases
- expectation maximization
- dynamic programming
- computational complexity
- em algorithm
- convergence rate
- convergence property
- np hard
- probabilistic model
- learning algorithm
- improved algorithm
- cost function
- k means
- online learning
- segmentation algorithm
- closed form
- generative model
- optimization algorithm
- detection algorithm
- error bounds
- approximation ratio
- update rule
- convergence proof
- iterative algorithms
- bayesian framework
- matching algorithm
- parameter estimation
- simulated annealing