Expectation conditional maximization (ECM) (Maximum Likelihood Methods in Unknown Latent Variables Maximum Likelihood Methods in Unknown Latent Variables)

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.)

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Real RAM

Year

1993

Reference

https://academic.oup.com/biomet/article-abstract/80/2/267/251605?redirectedFrom=fulltext