When can Expectation Maximization be terminated?
What are good criteria for deciding when to terminate the expectation-maximization algorithm. I know that the idea is that you should terminate when the change in the data log likelihood is “small” or the change in the model parameters is “small” over one (or a few) iterations.
Does the EM algorithm monotonically increases the likelihood of the data with each iteration?
[18]). Specifically, under some mild conditions, the EM algorithm is guaranteed to monotonically increase the observed data log likelihood at each iteration until it reaches a local maximum (or a saddle point). One way to accelerate the convergence of the EM algorithm is by modifying the M-step.
How is the expectation maximization algorithm used in statistics?
In statistics, an expectation–maximization ( EM) algorithm is an iterative method to find (local) maximum likelihood or maximum a posteriori (MAP) estimates of parameters in statistical models, where the model depends on unobserved latent variables.
Which is the maximization step in the EM iteration?
The EM iteration alternates between performing an expectation (E) step, which creates a function for the expectation of the log-likelihood evaluated using the current estimate for the parameters, and a maximization (M) step, which computes parameters maximizing the expected log-likelihood found on the E step.
How is expectation maximization used in structural engineering?
In structural engineering, the Structural Identification using Expectation Maximization (STRIDE) algorithm is an output-only method for identifying natural vibration properties of a structural system using sensor data (see Operational Modal Analysis ). EM is also used for data clustering.
When to use ordered subset expectation maximization ( EM )?
The EM algorithm (and its faster variant ordered subset expectation maximization) is also widely used in medical image reconstruction, especially in positron emission tomography, single-photon emission computed tomography, and x-ray computed tomography. See below for other faster variants of EM.