On the convergence of the EM algorithm.

Author(s)
Boyles, R.A.
Year
Abstract

An example is given showing that a sequence generated by a GEM algorithm need not converge under the conditions stated in Dempster et al., (1977). Two general convergence results are presented which suggest that in practice a GEM sequence will converge to a compact connected set of local maxima of the likelihood function; this limit set may or may not consist of a single point.

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Publication

Library number
941775 ST [electronic version only]
Source

Journal of the Royal Statistical Society, Series B; Methodological, Vol. 45 (1983), No. 1, p. 47-50, 6 ref.

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