Based on Vector Aitken （VA） method, we propose an acceleration Expectation-Maximization （EM） algorithm, VA-accelerated EM algorithm, whose convergence speed is faster than that of EM algorithm. The VA-accelerated ...Based on Vector Aitken （VA） method, we propose an acceleration Expectation-Maximization （EM） algorithm, VA-accelerated EM algorithm, whose convergence speed is faster than that of EM algorithm. The VA-accelerated EM algorithm does not use the information matrix but only uses the sequence of estimates obtained from iterations of the EM algorithm, thus it keeps the flexibility and simplicity of the EM algorithm. Considering Steffensen iterative process, we have also given the Steffensen form of the VA-accelerated EM algorithm. It can be proved that the reform process is quadratic convergence. Numerical analysis illustrate the proposed methods are efficient and faster than EM algorithm.展开更多
基金Supported by the National Natural Science Foundation of China(No.11071253,11471335,11626130)
文摘Based on Vector Aitken （VA） method, we propose an acceleration Expectation-Maximization （EM） algorithm, VA-accelerated EM algorithm, whose convergence speed is faster than that of EM algorithm. The VA-accelerated EM algorithm does not use the information matrix but only uses the sequence of estimates obtained from iterations of the EM algorithm, thus it keeps the flexibility and simplicity of the EM algorithm. Considering Steffensen iterative process, we have also given the Steffensen form of the VA-accelerated EM algorithm. It can be proved that the reform process is quadratic convergence. Numerical analysis illustrate the proposed methods are efficient and faster than EM algorithm.
