Seminar

Convergence of the Expectation Maximization algorithm

Dominikus Noll (Institut de Mathématiques de Toulouse)

  • Date29 October 2026
  • Time 11h00 - 12h15
  • Room Auditorium JJ Laffont

Résumé

The EM-algorithm assures monotone increase of the incomplete data likelihood, but does not in general guarantee convergence of the parameter estimates. We take a fresh look at the situation and present sufficient conditions for convergence that are conveniently verifiable in practical situations. Illustrations with typical applications of the EM-algorithm are given. Key words: Kullback-Leibler divergence, Fisher information, exponential family, proximal point method, definability, information geometry

Other seminars

To be announced

  • Seminar

  • MAD-Stat. Seminar

  • Date 4 March 2027

  • Place Auditorium JJ Laffont

  • Speaker or organiser Agnes Lagnoux (Ecole Normale Supérieure - Université Paris Sciences & Lettres)

Détails

Convergence Rates for Distribution Matching with Sliced Optimal Transport

  • Seminar

  • MAD-Stat. Seminar

  • Date 10 December 2026

  • Place Auditorium 6

  • Speaker or organiser Gauthier Louis Thurin (Université de Bordeaux)

Détails

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  • MAD-Stat. Seminar

  • Date 3 December 2026

  • Place Auditorium JJ Laffont

  • Speaker or organiser Eleanor Archer (Université Paris-Dauphine)

Détails