Online expectation maximisation

• Published in: Mixtures Vol. 896; pp. 31 - 53
• Main Authors: Titterington, Mike, Mengersen, Kerrie, Robert, Christian
• Format: Book Chapter
• Language: English
• Published: United Kingdom Wiley 2011; John Wiley & Sons, Ltd
• Subjects: application to finite mixtures; EM algorithm and limiting EM recursion; limitations of batch EM ‐ for long data records; model and assumptions; motivation behind association of two groups of words ‐ ‘online (estimation)’ and ‘expectation maximisation (algorithm)’; online expectation maximisation; online expectation maximization ‐ the algorithm; probabilistic principal component analysis (PCA) model of Tipping and Bishop; recursive, ubiquitous in computer science ‐ ambiguous, and not recommended; traditional applications of online algorithms ‐ situations, in which data cannot be stored
• ISBN: 111999389X; 9781119993896
• DOI: 10.1002/9781119995678.ch2

This chapter contains sections titled: Introduction Model and assumptions The EM algorithm and the limiting EM recursion Online expectation maximisation Discussion References