Explaining slow convergence of EM in low noise linear mixtures 
Kaare Brandt Petersen, Ole Winther

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, DK2800 Kgs. Lyngby 
Series  IMMTechnical report200502 
Electronic version(s)  [pdf] 
BibTeX data  [bibtex] 
IMM Group(s)  Intelligent Signal Processing 