Expectation conditional maximization either (ECME) (Liu; Chuanhai; Rubin; Donald B) (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 log-likelihood takes O(n+r) auxiliary space.)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Real RAM

Year

1994

Reference

https://www.jstor.org/stable/2337067