Convergence rate of the EM algorithm for SDEs with low regular drifts.
Jianhai BaoXing HuangShao-Qin ZhangPublished in: J. Appl. Probab. (2022)
Keyphrases
- em algorithm
- convergence rate
- expectation maximization
- maximum likelihood
- mixture model
- step size
- convergence speed
- parameter estimation
- maximum likelihood estimation
- generative model
- gaussian mixture model
- log likelihood
- expectation maximisation
- likelihood function
- hidden variables
- incomplete data
- gaussian mixture
- low memory requirements
- model based clustering
- numerical stability
- faster convergence rate
- gradient method
- matrix factorisation
- density estimation
- probabilistic model
- mixture modeling
- multiresolution
- image segmentation
- penalized likelihood
- feature selection
- machine learning