Convergence rate of EM algorithm for SDEs under integrability condition.
Jianhai BaoXing HuangShao-Qin ZhangPublished in: CoRR (2020)
Keyphrases
- convergence rate
- em algorithm
- expectation maximization
- step size
- mixture model
- maximum likelihood
- convergence speed
- maximum likelihood estimation
- generative model
- gaussian mixture model
- expectation maximisation
- gaussian mixture
- sufficient conditions
- parameter estimation
- gradient method
- likelihood function
- incomplete data
- density estimation
- probability density function
- hidden variables
- mixture modeling
- model based clustering
- numerical stability
- log likelihood
- log likelihood function
- multiscale
- mixture distribution
- probabilistic model
- finite mixture model
- unsupervised learning
- machine learning
- finite mixture models
- penalized likelihood
- matrix factorisation