Α-EM Algorithm (Maximum Likelihood Methods in Unknown Latent Variables Maximum Likelihood Methods in Unknown Latent Variables)

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Time Complexity

$O(n^{3})$

Space Complexity

$O(n+r)$? words

(Stores current theta and Z guesses, which is updated each iteration. Also assumes description of alpha-log-likelihood takes O(n+r) auxiliary space.)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Real RAM

Year

2003

Reference

https://waseda.pure.elsevier.com/en/publications/the-%CE%B1-em-algorithm-surrogate-likelihood-maximization-using-%CE%B1-loga