Ecm algorithm, Advanced Statistics

This is extension of the EM algorithm which typically converges more slowly than EM in terms of the iterations but can be much faster in the whole computer time. The general idea of the algorithm is to replace M-step of each EM iteration with the sequence of S >1conditional or constrained maximization or the CM-steps, each of which maximizes the expected complete-data log-likelihood found in the previous E-step subject to constraints on parameter of interest, θ, where the collection of all the constraints is such that the maximization is over the full parameter space of θ. Because the CM maximizations are over the smaller dimensional spaces, many times they are simpler, faster and more reliable than corresponding full maximization known in the M-step of the EM algorithm.

Posted Date: 7/27/2012 6:42:28 AM | Location : United States







Related Discussions:- Ecm algorithm, Assignment Help, Ask Question on Ecm algorithm, Get Answer, Expert's Help, Ecm algorithm Discussions

Write discussion on Ecm algorithm
Your posts are moderated
Related Questions
Response surface methodology (RSM): The collection of the statistical and mathematical methods useful for improving, developing, and optimizing processes with significant applicat

The theorem relating structure of the likelihood to the concept of the sufficient statistic. Officially the necessary and sufficient condition which a statistic S be sufficient for

Regression dilution is the term which is applied when a covariate in the model cannot be measured directly and instead of that a related observed value must be used in analysis. I

Command-Line options Compression: C++:  ./compress  -f  myfile.txt  [-o  myfile.hzip  -s Java:  sh  compress.sh  -f  myfile.txt  [-o  myfile.hzip  -s] Decompression:

The statistical methods for estimation and inference which are based on a function of sample observations, probability distribution of which does not rely upon a complete speci?cat

Case-cohort study : The research design in epidemiology which involves the sampling of controls at the outset of the study that is to be compared with the cases from the cohort. Th


Ask quesoil company is considering whether or not to bid for an offshore drilling contract. If they bid, the value would be $600m with a 65% chance of gaining the contract. The com

methods of determining trend in time series?

An oil company is considering whether or not to bid for an offshore drilling contract. If they bid, the value would be $600m with a 65% chance of gaining the contract. The company