A nested expectation-maximization algorithm for latent class models with covariates
Computation
2019-11-19 v5 Methodology
Abstract
We develop a nested EM routine for latent class models with covariates which allows maximization of the full-model log-likelihood and, differently from current methods, guarantees monotone log-likelihood sequences along with improved convergence rates.
Cite
@article{arxiv.1705.03864,
title = {A nested expectation-maximization algorithm for latent class models with covariates},
author = {Daniele Durante and Antonio Canale and Tommaso Rigon},
journal= {arXiv preprint arXiv:1705.03864},
year = {2019}
}