2019
On the Global Convergence of (Fast) Incremental Expectation Maximization Methods
NeurIPS 2019poster
The EM algorithm is one of the most popular algorithm for inference in latent data models. The original formulation of the EM algorithm does not scale to large data set, because the whole data set is required at each iteration of the algorithm. To alleviate this problem, Neal and Hinton [1998] have…