On EM algorithms and their proximal generalizations
Computation
2012-01-31 v1
Abstract
In this paper, we analyze the celebrated EM algorithm from the point of view of proximal point algorithms. More precisely, we study a new type of generalization of the EM procedure introduced in \cite{Chretien&Hero:98} and called Kullback-proximal algorithms. The proximal framework allows us to prove new results concerning the cluster points. An essential contribution is a detailed analysis of the case where some cluster points lie on the boundary of the parameter space.
Keywords
Cite
@article{arxiv.1201.5912,
title = {On EM algorithms and their proximal generalizations},
author = {Stéphane Chrétien and Alfred O. Hero},
journal= {arXiv preprint arXiv:1201.5912},
year = {2012}
}