Explaining slow convergence of EM in low noise linear mixtures

Kaare Brandt Petersen, Ole Winther

    Research output: Book/ReportReportResearchpeer-review

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    Abstract

    This report conducts an investigation of the convergence properties of the EM algorithm used for linear mixture models. Since the linear mixture model is a rather general approach, the analysis is relevant for a wide range of models which to some degree are subsets of each other: Independent Component Analysis (ICA), probabilistic PCA, Factor Analysis (FA), Independent Factor Analysis (IFA) and Mean Field ICA.
    Original languageEnglish
    Publication statusPublished - 2005

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