Deterministic approximate em algorithm; application to the riemann approximation em and the tempered em

HIGHLIGHTS

• who: Thomas Lartigue and collaborators from the CNRS, u00c9cole Polytechnique, Institut Polytechnique de Paris, Palaiseau, France have published the article: Deterministic Approximate EM Algorithm; Application to the Riemann Approximation EM and the Tempered EM, in the Journal: Algorithms 2022, 15, 78. of /2022/
• what: For E steps without closed form, the authors propose to use Riemann sums to estimate the intractable normalising factor. The authors demonstrate empirically that the Riemann EM converges properly on a model with and an intractable E step, and that adding the tempering to the Riemann approximation allows in addition to . . .
  

   

  

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