Recent developments in expectation-maximization methods for analyzing complex data

No Thumbnail Available
File version
Author(s)
Ng, SK
Griffith University Author(s)
Primary Supervisor
Other Supervisors
Editor(s)
Date
2013
Size
File type(s)
Location
License
Abstract

The expectation-maximization (EM) algorithm is highly popular in computational statistics because it possesses a number of desirable properties such as reliable global convergence, numerical stability, and simplicity of implementation. More complex data are now increasingly prevalent across many application areas in a wide scope of scientific fields. These data could exhibit a hierarchical or longitudinal structure and involve atypical and/or asymmetric observations. The application of the EM algorithm in the analysis of these complex data presents significant challenges to existing EM methods. It is because the models developed often lead to intractable expectation-steps or complicated maximization-steps in order to model the correlation between hierarchical data and/or the skewness of asymmetric observations. This paper discusses recent advanced developments in EM methods to overcome these barriers in handling complex problems.

Journal Title
Wiley Interdisciplinary Reviews: Computational Statistics
Conference Title
Book Title
Edition
Volume
Issue
Thesis Type
Degree Program
School
Publisher link
Patent number
Funder(s)
Grant identifier(s)
Rights Statement
Self-archiving of the author-manuscript version is not yet supported by this journal. Please refer to the journal link for access to the definitive, published version or contact the authors for more information.
Rights Statement
Item Access Status
Note
Access the data
Related item(s)
Subject
Applied mathematics
Statistics
Theory of computation
Persistent link to this record
Citation
Collections