Maximum Likelihood Parameters (Maximum Likelihood Parameters)

Description

In these algorithms, the goal is to estimate hyperparameters using maximum likelihood.

$n$: number of observations in sample

$r$: number of parameters + latent variables

Name	Year	Time	Space	Approximation Factor	Model	Reference
Expectation–maximization (EM) algorithm	1977	$O(n^{3})$	$O(n+r)$?	Exact	Deterministic	Time
Newton–Raphson algorithm	1685	$O(n^{3})$	$O(n+r^{2})$?	Exact	Deterministic
Parameter-expanded expectation maximization (PX-EM) algorithm	1998	$O(n^{3})$	$O(n+r)$?	Exact	Deterministic	Time
Expectation conditional maximization (ECM)	2017	$O(n^{2} \log n)$	$O(n+r)$?	Exact	Deterministic	Time
Generalized expectation maximization (GEM) algorithm	1994	$O(n^{4} \log^{0.1}(.{5}n)$)	$O(n+r)$?	Exact	Deterministic	Time
α-EM algorithm	2003	$O(n^{3})$	$O(n+r)$?	Exact	Deterministic	Time