Expectation–maximization (EM) algorithm ( Maximum Likelihood Parameters)

From Algorithm Wiki
Jump to navigation Jump to search

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 log-likelihood takes O(n+r) auxiliary space.)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Real RAM

Year

1977

Reference

https://www.jstor.org/stable/2984875