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Parameter expansion to accelerate EM: The PX-EM algorithm
Authors:LIU, CHUANHAI   RUBIN, DONALD B.   WU, YING NIAN
Affiliation:Bell Laboratories, Lucent Technologies Murray Hill, New Jersey 07974, U.S.A.liu{at}research.bell-labs.com
Department of Statistic, Harvard University Cambridge, Massachusetts 02138, U.S.A.rubin{at}hustat.harvard.edu
Department of Statistic, University of Michigan Ann Arbor, Michigan 48109, U.S.A.yingnian{at}umich.edu
Abstract:
Keywords:AECM    Algorithms    Covariance adjustment    ECM    ECME    Factor analysis    Multivariate t distribution    Parameter expansion    Poisson imaging model    Probit regression    Random effects model
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