Explaining slow convergence of EM in low noise linear mixtures |
Kaare Brandt Petersen, Ole Winther
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| Abstract | This report conducts an investigation of the convergence properties of the EM algorithm used for linear mixture models. Since the linear mixture model is a rather general approach, the analysis is relevant for a wide range of models which to some degree are subsets of each other: Independent Component Analysis (ICA), probabilistic PCA, Factor Analysis (FA), Independent Factor Analysis (IFA) and Mean Field ICA. |
| Type | Technical report |
| Year | 2005 |
| Publisher | Informatics and Mathematical Modelling, Technical University of Denmark, DTU |
| Address | Richard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby |
| Series | IMM-Technical report-2005-02 |
| Electronic version(s) | [pdf] |
| BibTeX data | [bibtex] |
| IMM Group(s) | Intelligent Signal Processing |