Maximum Likelihood Methods in Unknown Latent Variables (Maximum Likelihood Methods in Unknown Latent Variables)
Revision as of 10:24, 15 February 2023 by Admin (talk | contribs) (Created page with "{{DISPLAYTITLE:Maximum Likelihood Methods in Unknown Latent Variables (Maximum Likelihood Methods in Unknown Latent Variables)}} == 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 == {| class="wikitable sortable" style="text-align:center;" width="100%" ! Name !! Year !! Time !! Space !! Approximation Factor !!...")
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 |