Communication Dans Un Congrès Année : 2024

PARAMETER ESTIMATION VIA EXPECTATION MAXIMIZATION -EXPECTATION CONSISTENT ALGORITHM

Fangqing Xiao
Dirk Slock

Résumé

In the context of the expectation-maximization (EM) algorithm, which often faces challenges due to intractable posterior distributions, this study explores an innovative approach by integrating the EM algorithm with expectation consistent (EC) approximate inference. Our method involves the incorporation of the EC algorithm into the M-step of the EM algorithm, resulting in the EM-EC algorithm. We demonstrate that the fixed points of the proposed EM-EC algorithm correspond to stationary points of a specific constrained auxiliary function, thereby providing a variational interpretation of the algorithm. Through simulations, we showcase the effectiveness and robustness of this novel approach, highlighting its potential for advancing the field of Bayesian network estimation.

Fichier principal
Vignette du fichier
publi-7650.pdf (987.05 Ko) Télécharger le fichier
Origine Fichiers éditeurs autorisés sur une archive ouverte
Licence

Dates et versions

hal-04532073 , version 1 (04-04-2024)

Licence

Identifiants

Citer

Fangqing Xiao, Dirk Slock. PARAMETER ESTIMATION VIA EXPECTATION MAXIMIZATION -EXPECTATION CONSISTENT ALGORITHM. ICASSP 2024, IEEE International Conference on Acoustics, Speech and Signal Processing, IEEE, Apr 2024, Seoul, North Korea. pp.9506-9510, ⟨10.1109/ICASSP48485.2024.10447082⟩. ⟨hal-04532073⟩

Collections

109 Consultations
373 Téléchargements

Altmetric

Partager

  • More