BriefGPT.xyz
Aug, 2014
EM算法的统计保证:从总体到基于样本的分析
Statistical guarantees for the EM algorithm: From population to sample-based analysis
HTML
PDF
Sivaraman Balakrishnan, Martin J. Wainwright, Bin Yu
TL;DR
本文开发了一个通用框架以证明EM算法及其变体(梯度EM)的性能,分析分为两部分:在人口水平上处理这些算法(在无限数据的极限情况下),然后是基于一组有限样本的更新的结果。我们证明了我们的一般理论对于三个和不完整数据问题有一个具体的著名案例。
Abstract
We develop a general framework for proving rigorous guarantees on the performance of the
em algorithm
and a variant known as
gradient em
. Our analysis is divided into two parts: a treatment of these algorithms at
→