Stochastic versions of the em algorithm: an experimental study in the mixture case

Celeux, Gilles; Chauveau, Didier; Diebolt, Jean

doi:10.1080/00949659608811772

Public

Stochastic versions of the em algorithm: an experimental study in the mixture case

Published in Journal of Statistical Computation and Simulation • Nov 1, 1996

Authors:

Gilles Celeux

Didier Chauveau

Jean Diebolt

Abstract

We compare three different stochastic versions of the EM algorithm: The Stochastic EM algorithm (SEM), the “Simulated Annealing” EM algorithm (SAEM) and the Monte Carlo EM algorithm (MCEM). We focus particularly on the mixture of distributions problem. In this context, we investigate the practical b...

Subject

Simulated annealing

Algorithm

Monte Carlo method

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