Deterministic Annealing Variant of the EM Algorithm
Abstract
We present a deterministic annealing variant of the EM algorithm for maximum likelihood parameter estimation problems. In our approach, the EM process is reformulated as the problem of min(cid:173) imizing the thermodynamic free energy by using the principle of maximum entropy and statistical mechanics analogy. Unlike simu(cid:173) lated annealing approaches, this minimization is deterministically performed. Moreover, the derived algorithm, unlike the conven(cid:173) tional EM algorithm, can obtain better estimates free of the initial parameter values.
Cite
Text
Ueda and Nakano. "Deterministic Annealing Variant of the EM Algorithm." Neural Information Processing Systems, 1994.Markdown
[Ueda and Nakano. "Deterministic Annealing Variant of the EM Algorithm." Neural Information Processing Systems, 1994.](https://mlanthology.org/neurips/1994/ueda1994neurips-deterministic/)BibTeX
@inproceedings{ueda1994neurips-deterministic,
title = {{Deterministic Annealing Variant of the EM Algorithm}},
author = {Ueda, Naonori and Nakano, Ryohei},
booktitle = {Neural Information Processing Systems},
year = {1994},
pages = {545-552},
url = {https://mlanthology.org/neurips/1994/ueda1994neurips-deterministic/}
}