Parabolic Acceleration Of The Em Algorithm

A. Berlinet; C. Roland

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Parabolic Acceleration Of The Em Algorithm

机译：Em算法的抛物线加速

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摘要

A new acceleration scheme for optimization procedures is defined through geometric considerations and applied to the EM algorithm. In many cases it is able to circumvent the problem of stagnation. No modification of the original algorithm is required. It is simply used as a software component. Thus the new scheme can be easily implemented to accelerate a fixed point algorithm maximizing some objective function. Some practical examples and simulations are presented to show its ability to accelerate EM-type algorithms converging slowly.

机译：通过几何考虑定义了用于优化程序的新加速方案，并将其应用于EM算法。在许多情况下，它可以解决停滞问题。无需修改原始算法。它只是用作软件组件。因此，可以很容易地实现新方案，以加速最大化目标函数的定点算法。给出了一些实际的例子和仿真，以显示其加速缓慢收敛的EM型算法的能力。

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《Statistics and computing》 |2009年第1期|p.35-47|共13页
作者
A. Berlinet; C. Roland;
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作者单位

Institut de Mathematiques el de Modelisation de Montpellier, UMR CNRS 5149, Equipe de Probabilities e( Statistique, Universite Montpellier 11, Cc 051, Place Eugene Bataillon, 34095 Montpellier Cedex 5, France;

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正文语种 eng
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关键词
em algorithm; fixed point iteration; acceleration; restart strategies; stability; convergence; finite mixture; linear mixed model; multivariate student distribution;

机译：em算法;定点迭代;加速度;重启策略;稳定性;收敛性;有限混合;线性混合模型;多元学生分布;

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Parabolic Acceleration Of The Em Algorithm

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