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Biometrika
Article . 2025 . Peer-reviewed
License: CC BY
Data sources: Crossref
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https://dx.doi.org/10.48550/ar...
Article . 2024
License: CC BY
Data sources: Datacite
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Fast convergence of the Expectation-Maximization algorithm under a logarithmic Sobolev inequality

Authors: Caprio, Rocco; Johansen, Adam M;

Fast convergence of the Expectation-Maximization algorithm under a logarithmic Sobolev inequality

Abstract

Summary We present a new framework for analysing the expectation-maximization (em) algorithm. Drawing on recent advances in the theory of gradient flows over Euclidean–Wasserstein spaces, we extend techniques from alternating minimization in Euclidean spaces to the em algorithm, via its representation as coordinatewise minimization of the free energy. In so doing, we obtain finite-sample error bounds and exponential convergence of the em algorithm under a natural generalization of the log-Sobolev inequality. We further show that this framework naturally extends to several variants of the em algorithm, offering a unified approach for studying such algorithms.

Keywords

FOS: Computer and information sciences, Computer Science - Machine Learning, Statistics - Machine Learning, Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Statistics Theory, Machine Learning (stat.ML), Statistics Theory (math.ST), Mathematics - Optimization and Control, Statistics - Computation, Computation (stat.CO), Machine Learning (cs.LG)

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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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