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March, 1994 On the Rate of Convergence of the ECM Algorithm
Xiao-Li Meng
Ann. Statist. 22(1): 326-339 (March, 1994). DOI: 10.1214/aos/1176325371

Abstract

The fundamental result on the rate of convergence of the EM algorithm has proven to be theoretically valuable and practically useful. Here, this result is generalized to the ECM algorithm, a more flexible and applicable iterative algorithm proposed recently by Meng and Rubin. Results on the rate of convergence of variations of ECM are also presented. An example is given to show that intuitions accurate for complete-data iterative algorithms may not be trustworthy in the presence of missing data.

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Xiao-Li Meng. "On the Rate of Convergence of the ECM Algorithm." Ann. Statist. 22 (1) 326 - 339, March, 1994. https://doi.org/10.1214/aos/1176325371

Information

Published: March, 1994
First available in Project Euclid: 11 April 2007

zbMATH: 0803.65146
MathSciNet: MR1272086
Digital Object Identifier: 10.1214/aos/1176325371

Subjects:
Primary: 65U05
Secondary: 62F10

Rights: Copyright © 1994 Institute of Mathematical Statistics

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Vol.22 • No. 1 • March, 1994
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