EM with Quasi-Newton Methods (Jamshidian; Mortaza; Jennrich; Robert I.) (Maximum Likelihood Methods in Unknown Latent Variables Maximum Likelihood Methods in Unknown Latent Variables)

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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