The EM Algorithm in Multivariate Gaussian Mixture Models using Anderson Acceleration
Over the years analysts have used the EM algorithm to obtain maximum likelihood estimates from incomplete data for various models. The general algorithm admits several appealing properties such as strong global convergence; however, the rate of convergence is linear which in some cases may be unacce...
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Digital WPI
2013
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| Online Access: | https://digitalcommons.wpi.edu/etd-theses/290 https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1289&context=etd-theses |