On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors
具有 t 分布误差的多元回归模型中 ECME 算法的收敛速度
Although much work has been done on comparing and contrasting the EM and ECME algorithms, in terms of their rates of convergence, it is not clear what mechanism underlies each and, furthermore, what factors may determine and influence their rates of convergence. In this paper, we examine the convergence rates and properties of these two popular optimisation algorithms as used in computing the maximum likelihood estimates from regression models with t-distributed errors. By…