EM with Quasi-Newton Methods (Jamshidian; Mortaza; Jennrich; Robert I.) (Maximum Likelihood Methods in Unknown Latent Variables Maximum Likelihood Methods in Unknown Latent Variables)
Revision as of 10:53, 15 February 2023 by Admin (talk | contribs) (Created page with "== Time Complexity == $O(n^{2} log^{3} n)$ == Space Complexity == $O(n+r^{2})$? words (Stores current theta and Hessian matrix guess, 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 == 1997 == Reference == https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/1467-9868....")
Time Complexity
$O(n^{2} log^{3} n)$
Space Complexity
$O(n+r^{2})$? words
(Stores current theta and Hessian matrix guess, 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
1997
Reference
https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/1467-9868.00083