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Partial Imputation Method in the EM Algorithm

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Abstract

The expectation maximization(EM) algorithm is a general iterative algorithm for the maximum-likelihood estimation(MLE) in incomplete-data problems. Dempster, Laird and Rubin(1977, henceforth DLR) showed that convergence is linear with rate proportional to the ratio of the missing information to the complete information. When a large proportion of data are missing, the speed of convergence can be very slow.

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References

  • Dempster, A. P., Laird, N. M. and Rubin, D. B. (1977), Maximum likelihood estimation from incomplete data via the EM algorithm(with discussion). J. R. Stat. Soc., B39, 1–38.

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  • Geng, Z. (1988), Multidimensional contingency tables with missing data. Communs Statist.-Theory and Meth., 17, 4137–4146.

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  • Geng, Z., C. Asano, M. Ichimura and H. Kimura (1994), Algorithm AS 294: Decomposability and collapsibility for contingency tables with missing data. App. Statist., 43, 548–554.

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  • Meng, X. L. (1994), On the rate of convergence of the ECM algorithm. Ann. Statist, 22, 326–339.

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© 1996 Physica-Verlag Heidelberg

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Geng, Z., Tao, F., Wan, K., Asano, C., Ichimura, M., Kuroda, M. (1996). Partial Imputation Method in the EM Algorithm. In: Prat, A. (eds) COMPSTAT. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-46992-3_30

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  • DOI: https://doi.org/10.1007/978-3-642-46992-3_30

  • Publisher Name: Physica-Verlag HD

  • Print ISBN: 978-3-7908-0953-4

  • Online ISBN: 978-3-642-46992-3

  • eBook Packages: Springer Book Archive

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