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
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To be announced
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