Partial Imputation Method in the EM Algorithm

Zhi Guang Geng, F. Tao, Kang Wan, Ch. Asano, M. Ichimura, Masahiro Kuroda · COMPSTAT · 1996

The expectation maximization(EM) algorithm is a general iterative algorithm for the maximum-likelihood estimation(MLE) in incomplete-data problems. Dempster, Laird and Rubin(1977, henceforth DLR) showed that convergence is linear with rate proportional to the ratio of the missing information to the complete information. When a large proportion of data are missing, the speed of convergence can be very slow.

Read the paper · More papers on PaperTik