@inproceedings{41dfcfe290d1405e9dc7dd4302502a29,
title = "Accelerating EM by targeted aggressive double extrapolation",
abstract = "The Expectation-Maximization (EM) algorithm is one of the most popular algorithms for parameter estimation from incomplete data, but its convergence can be slowfor some largescale or complex problems. Extrapolation methods can effectively accelerate EM, but to ensure stability, the learning rate of extrapolation must be compromised. This paper describes the TJ2aEM method, a targeted extrapolation method that can extrapolate much more aggressively than competing methods without causing instability problems. We analyze its convergence properties and report experimental results.",
keywords = "Acceleration, Convergence of numerical methods, Eigenvalues and eigenfunctions, Extrapolation, Parameter estimation",
author = "Huang, {Han Shen} and Yang, {Bo Hou} and Lyu, {Ren Yuan} and Hsu, {Chun Nan}",
year = "2009",
doi = "10.1109/ICASSP.2009.4959907",
language = "英语",
isbn = "9781424423545",
series = "ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings",
pages = "1609--1612",
booktitle = "2009 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings, ICASSP 2009",
note = "2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009 ; Conference date: 19-04-2009 Through 24-04-2009",
}