Ecme algorithm, Advanced Statistics

Assignment Help:

The Expectation/Conditional Maximization Either algorithm which is the generalization of ECM algorithm attained by replacing some of the CM-steps of ECM which maximize the constrained expected complete-data log-likelihood, with steps that maximize correspondingly constrained real likelihood. The algorithm can have substantially faster convergence rate than either the EM algorithm or ECM measured using either the number of iterations or actual computer time. There are two reasons for this enhancement. First, in some of the ECME's maximization steps the actual likelihood is being conditionally maximized, rather than the current approximation to it as with EM and ECM. Second,

ECME permits faster converging numerical techniques to be used on only those constrained maximizations where they are most efficacious.

 


Related Discussions:- Ecme algorithm

Describe non linear model, Non linear model : A model which is non-linear i...

Non linear model : A model which is non-linear in the parameters, for instance are   Some such type of models can be converted into the linear models by linearization (the s

Play-the-winner rule, Play-the-winner rule is a process sometimes consider...

Play-the-winner rule is a process sometimes considered in the clinical trials in which the response to treatment is positive (a success) or negative (a failure). One of two treatm

Data theory, Data theory is anxious with how observations are transformed i...

Data theory is anxious with how observations are transformed into data which can be analyzed. Data are thus viewed as the theory laden in the sense that the observations can be giv

Likelihood, Likelihood is the probability of a set of observations provide...

Likelihood is the probability of a set of observations provided the value of some parameter or the set of parameters. For instance, the likelihood of the random sample of n observ

Gaussian process, The generalization of the normal distribution used for th...

The generalization of the normal distribution used for the characterization of functions. It is known as a Gaussian process because it has Gaussian distributed finite dimensional m

Gambling, It is the art of attempting to exchange something quite small and...

It is the art of attempting to exchange something quite small and certain, for something which are large and uncertain. Gambling is big business; in the US, for instance, it is at

Define lagging indicators, Lagging indicators: The part of a collection of...

Lagging indicators: The part of a collection of the economic time series designed to give information about the broad swings in measures of the aggregate economic activity known a

Find the expected value of perfect information, You may have the opportunit...

You may have the opportunity to buy some electronic components. These components may be reliable (1) or unreliable (2). The potential pro?ts are £10,000 if the components are rel

Define matching coefficient, Matching coefficient is a similarity coeffici...

Matching coefficient is a similarity coefficient for data consisting of the number of binary variables which is often used in cluster analysis. It can be given as follows    he

Leaps-and-bounds algorithm, Leaps-and-bounds algorithm is an algorithm whi...

Leaps-and-bounds algorithm is an algorithm which is used to ?nd the optimal solution in problems which might have a large number of possible solutions. Begins by dividing the poss

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd