Ecme algorithm, Advanced Statistics

Assignment Help:

The Expectation/Conditional Maximization Either algorithm which is the generalization of ECM algorithm attained by replacing some of the CM-steps of ECM which maximize the constrained expected complete-data log-likelihood, with steps that maximize correspondingly constrained real likelihood. The algorithm can have substantially faster convergence rate than either the EM algorithm or ECM measured using either the number of iterations or actual computer time. There are two reasons for this enhancement. First, in some of the ECME's maximization steps the actual likelihood is being conditionally maximized, rather than the current approximation to it as with EM and ECM. Second,

ECME permits faster converging numerical techniques to be used on only those constrained maximizations where they are most efficacious.

 


Related Discussions:- Ecme algorithm

Procrustes analysis, Procrustes analysis is a technique of comparing the a...

Procrustes analysis is a technique of comparing the alternative geometrical representations of a group of multivariate data or of the proximity matrix, for instance, two competing

Gllamm, Gllamm is a program which estimates the generalized linear latent ...

Gllamm is a program which estimates the generalized linear latent and mixed models by the maximum likelihood. The models which can be fitted include structural equation models mul

Banach''s match-box problem, Banach's match-box problem : The person carrie...

Banach's match-box problem : The person carries two boxes of matches, one in his left and one in his right pocket. At first they comprise N number of matches each. When the person

Hazard regression, Hazard regression is the procedure for modeling the haz...

Hazard regression is the procedure for modeling the hazard function which does not depend on the suppositions made in Cox's proportional hazards model, namely that the log-hazard

Factor, The term used in a variety of methods in statistics, but mostly to ...

The term used in a variety of methods in statistics, but mostly to refer to the categorical variable, with a less number of levels, under examination in an experiment as a possible

Describe prior distribution, Prior distributions : The probability distribu...

Prior distributions : The probability distributions which summarize the information about a random variable or parameter known or supposed at a given time instant, prior to attaini

Error rate estimation, The term used for the estimation of the misclassific...

The term used for the estimation of the misclassification rate in the discriminant analysis. Number of techniques has been proposed for two-group situation, but the multiple-group

Intention-to-treat analysis, Intention-to-treat analysis is the process in...

Intention-to-treat analysis is the process in which all the patients randomly allocated to a treatment in the clinical trial are analyzed together as representing that particular

Linearity - reasons for screening data, Linearity - Reasons for Screening D...

Linearity - Reasons for Screening Data Many of the technics of standard statistical analysis are based on the assumption that the relationship, if any, between variables is li

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd