Generalized expectation maximization (GEM) algorithm ( Maximum Likelihood Parameters)

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Revision as of 11:15, 15 February 2023 by Admin (talk | contribs) (Created page with "== Time Complexity == $O(n^{4} log^{0.{1}.5}n)$ == Space Complexity == $O(n+r)$? words (Stores current theta and Z guesses, which is updated each iteration. Also assumes description of log-likelihood takes O(n+r) auxiliary space.) == Description == == Approximate? == Exact == Randomized? == No, deterministic == Model of Computation == Real RAM == Year == 1994 == Reference == https://web.eecs.umich.edu/~fessler/papers/files/jour/94/web/fessler-94-...")
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Time Complexity

$O(n^{4} log^{0.{1}.5}n)$

Space Complexity

$O(n+r)$? words

(Stores current theta and Z guesses, which is updated each iteration. Also assumes description of log-likelihood takes O(n+r) auxiliary space.)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Real RAM

Year

1994

Reference

https://web.eecs.umich.edu/~fessler/papers/files/jour/94/web/fessler-94-sag.pdf

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