Some properties of adding a smoothing step to the EM algorithm

A promising method for solving statistical problems in image analysis and integral equations is to add a smoothing step after the usual expectation and maximization steps of the EM algorithm (Silverman, 1990). This article gives some connections between this algorithm, known as EMS, and maximizing a penalized likelihood and derives an upper bound on the convergence rate.

MoreLess

Year of publication:	1990
Authors:	Nychka, Douglas
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 9.1990, 2, p. 187-193
Publisher:	Elsevier
Keywords:	Penalized likelihoods image analysis integral equations

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005314077