| EM算法的BFGS和DFP联合加速算法 |
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| 引用本文： | 王胜帅,单锐,陈静,郑鹏辉. EM算法的BFGS和DFP联合加速算法[J]. 成都信息工程学院学报, 2008, 23(3): 337-339 |
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| 作者姓名： | 王胜帅 单锐 陈静 郑鹏辉 |
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| 作者单位： | 燕山大学理学院,河北秦皇岛,066004 |
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| 摘 要： | 使用非线性规划中的变度量法BFGS算法和DFP算法给出了一种新的加速EM算法收敛的方法。
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| 关 键 词： | EM算法 二次终止性 加速 |
BFGS and DPF acceleration method of EM algorithm |
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| WANG Sheng-shuai,SHAN Rui,CHEN Jing,ZHENG Peng-hui. BFGS and DPF acceleration method of EM algorithm[J]. Journal of Chengdu University of Information Technology, 2008, 23(3): 337-339 |
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| Authors: | WANG Sheng-shuai SHAN Rui CHEN Jing ZHENG Peng-hui |
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| Affiliation: | WANG Sheng-shuai,SHAN Rui,CHEN Jing,ZHENG Peng-hui(Yanshan University,Qinhuangdao 066004,China) |
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| Abstract: | Based on the quasi-Newton acceleration method the nonlinear programming modified formula is used and a new method for the acceleration of the EM algorithm is presented.A comparison between the EM algorithm and the modified method is made.The new method has much faster convergence than the EM algorithm. |
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| Keywords: | EM algorithm twice termination acceleration |
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