Browsing Statistics Norway's Open Research Repository (SNORRe) by Subject "ECM-algorithms"
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ECM-algorithms that converge at the rate of EM
(Discussion Papers;No. 244, Working paper, 1999)This paper describes a way of constructing an ECM algorithm such that it converges at the rate of the EM algorithm. The approach is motivated by the well known conjugate directions algorithm, and a special case of it is ...