1998
@inbook{NeH1998,
vgclass = {refpap},
author = {Radford M. Neal and Geoffrey E. Hinton},
title = {A view of the {EM} algorithm that justifies incremental,
sparse, and other variants},
editor = {Michael I. Jordan},
booktitle = {Learning in Graphical Models},
pages = {355--368},
publisher = {Kluwer Academic Publishers},
year = {1998},
url = {ftp://ftp.cs.utoronto.ca/pub/radford/emk.pdf},
abstract = {The EM algorithm performs maximum likelihood estimation
for data in which some variables are unobserved. We present a function
that resembles negative free energy and show that the M step maximizes
this function with respect to the model parameters and the E step
maximizes it with respect to the distribution over the unobserved
variables. From this perspective, it is easy to justify an incremental
variant of the EM algorithm in which the distribution for only one of
the unobserved variables is recalculated in each E step. This variant
is shown empirically to give faster convergence in a mixture estimation
problem. A variant of the algorithm that exploits sparse conditional
distributions is also described, and a wide range of other variant
algorithms are also seen to be possible.},
}