On the Global Convergence of (Fast) Incremental Expectation Maximization Methods

no code implementations • NeurIPS 2019 • Belhal Karimi, Hoi-To Wai, Eric Moulines, Marc Lavielle

To alleviate this problem, Neal and Hinton have proposed an incremental version of the EM (iEM) in which at each iteration the conditional expectation of the latent data (E-step) is updated only for a mini-batch of observations.

Stochastic Approximation EM for Logistic Regression with Missing Values

1 code implementation • 11 May 2018 • Wei Jiang, Julie Josse, Marc Lavielle, Traumabase group

We propose a complete approach, including the estimation of parameters and their variance, derivation of confidence intervals, a model selection procedure, and a method for prediction on test sets with missing values.

Methodology