Generalized expectation maximization (GEM) algorithm ( Maximum Likelihood Parameters)
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Time Complexity
$O(n^{4} \log^{0.1}(.{5}n)$)
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://web.eecs.umich.edu/~fessler/papers/files/jour/94/web/fessler-94-sag.pdf