Maximum Likelihood Methods in Unknown Latent Variables: Difference between revisions
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== | == Time-Space Tradeoff == | ||
[[File:Maximum Likelihood Methods in Unknown Latent Variables - Pareto Frontier.png|1000px]] | [[File:Maximum Likelihood Methods in Unknown Latent Variables - Pareto Frontier.png|1000px]] |
Revision as of 14:47, 15 February 2023
Description
In this problem, the goal is to compute maximum-likelihood estimates when the observations can be viewed as incomplete data.
Parameters
No parameters found.
Table of Algorithms
Name | Year | Time | Space | Approximation Factor | Model | Reference |
---|---|---|---|---|---|---|
Expectation-Maximization (EM) algorithm | 1977 | $O(n^{3})$ | $O(n+r)$? | Exact | Deterministic | Time |
EM with Quasi-Newton Methods (Jamshidian; Mortaza; Jennrich; Robert I.) | 1997 | $O(n^{2} log^{3} n)$ | $O(n+r^{2})$? | Exact | Deterministic | Time |
Parameter-expanded expectation maximization (PX-EM) | 1998 | $O(n^{3})$ | $O(n+r)$? | Exact | Deterministic | Time |
Expectation conditional maximization (ECM) | 1993 | $O(n^{3})$ | $O(n+r)$? | Exact | Deterministic | Time |
Expectation conditional maximization either (ECME) (Liu; Chuanhai; Rubin; Donald B) | 1994 | $O(n^{3})$ | $O(n+r)$? | Exact | Deterministic | Time |
α-EM Algorithm | 2003 | $O(n^{3})$ | $O(n+r)$? | Exact | Deterministic | Time |
Shaban; Amirreza; Mehrdad; Farajtabar | 2015 | $O(n^{2} log^{2} n)$ | $O(kd+d^{3})$?? | Exact | Deterministic | Time |
alpha-HMM (Matsuyama, Yasuo) | 2011 | $O(n^{2} log^{2} n)$ | Exact | Deterministic | Time |