On the rate of convergence of the ECME algorithm

This paper deals with the matrix rate of convergence of the ECME algorithm, a simple extention of EM and ECM algorithms proposed recently by Liu and Rubin. We establish a general formula for the matrix rate of convergence of ECME which is a generalization of the result of Liu and Rubin.

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Bibliographic Details
Published inStatistics & probability letters Vol. 37; no. 1; pp. 81 - 87
Main Author Mkhadri, Abdallah
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 15.01.1998
Elsevier
SeriesStatistics & Probability Letters
Subjects
ECM algorithm
ECME algorithm
EM algorithm
Exact sciences and technology
Incomplete data
Incomplete data Missing data EM algorithm ECM algorithm ECME algorithm Rate of convergence
Mathematics
Missing data
Multivariate analysis
Probability and statistics
Rate of convergence
Sciences and techniques of general use
Statistics
Missing data
Incomplete data
ECM algorithm
Rate of convergence
EM algorithm
ECME algorithm
Convergence rate
Data analysis
Incomplete information
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ISSN0167-7152
1879-2103
DOI10.1016/S0167-7152(97)00103-X

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Summary:This paper deals with the matrix rate of convergence of the ECME algorithm, a simple extention of EM and ECM algorithms proposed recently by Liu and Rubin. We establish a general formula for the matrix rate of convergence of ECME which is a generalization of the result of Liu and Rubin.
ISSN:0167-7152
1879-2103
DOI:10.1016/S0167-7152(97)00103-X