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2026-01-05 16:32 UTC · math.ST · math.ST

Convergence of the EM algorithm via proximal techniques

Dominikus Noll

We investigate convergence of the expectation maximization algorithm by representing it as a generalized proximal method. Convergence of iterates and not just in value is investigated under natural hypotheses such as definability of the incomplete data log-likelihood in the sense of o-minimal structure theory.
arXiv abstractPDF

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