IMPROVING THE EM ALGORITHM

Citation
Sn. Rai et De. Matthews, IMPROVING THE EM ALGORITHM, Biometrics, 49(2), 1993, pp. 587-591
Citations number
4
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
0006341X
Volume
49
Issue
2
Year of publication
1993
Pages
587 - 591
Database
ISI
SICI code
0006-341X(1993)49:2<587:ITEA>2.0.ZU;2-3
Abstract
A modification of the EM algorithm is proposed for situations in which the maximization of the ''complete data'' likelihood function does no t have a closed-form solution. Self-consistency of the modified algori thm is established. Application to carcinogenicity experiments is illu strated, and the results of a simulation study comparing the original and modified versions indicate that use of the proposed modification c an lead to significant computational savings.