Statistical and Computational Guarantees for the EM algorithm

Statistical and Computational Guarantees for the EM algorithm

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Nov 24, 2014, 03:00 PM - 04:00 PM | 521 Cory Hall | Happening As Scheduled
Sivaraman Balakrishnan, EECS, UC Berkeley
The expectation-maximization (EM) algorithm is an iterative method for finding maximum- likelihood estimates of parameters in statistical models with unobserved latent variables. Along with Markov Chain Monte Carlo (MCMC) it is one of the two computational workhorses that provided much impetus for statistics in entering its modern “computer-intensive” phase. Much is known about the EM...