کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9653391 | 679728 | 2005 | 25 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Asymptotic convergence properties of the EM algorithm with respect to the overlap in the mixture
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
هوش مصنوعی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Asymptotic convergence properties of the EM algorithm with respect to the overlap in the mixture Asymptotic convergence properties of the EM algorithm with respect to the overlap in the mixture](/preview/png/9653391.png)
چکیده انگلیسی
The EM algorithm is generally considered as a linearly convergent algorithm. However, many empirical results show that it can converge significantly faster than those gradient based first-order iterative algorithms, especially when the overlap of densities in a mixture is small. This paper explores this issue theoretically on mixtures of densities from a class of exponential families. We have proved that as an average overlap measure of densities in the mixture tends to zero, the asymptotic convergence rate of the EM algorithm locally around the true solution is a higher order infinitesimal than a positive order power of this overlap measure. Thus, the large sample local convergence rate for the EM algorithm tends to be asymptotically superlinear when the overlap of densities in the mixture tends to zero. Moreover, this result has been detailed on Gaussian mixtures.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Neurocomputing - Volume 68, October 2005, Pages 105-129
Journal: Neurocomputing - Volume 68, October 2005, Pages 105-129
نویسندگان
Jinwen Ma, Lei Xu,