A nested expectation-maximization algorithm for latent class models with covariates

Daniele Durante; Antonio Canale; Tommaso Rigon

doi:10.1016/j.spl.2018.10.015

paper

A nested expectation-maximization algorithm for latent class models with covariates

arXiv:1705.03864 · doi:10.1016/j.spl.2018.10.015

Abstract

We develop a nested EM routine for latent class models with covariates which allows maximization of the full-model log-likelihood and, differently from current methods, guarantees monotone log-likelihood sequences along with improved convergence rates.

References in corpus (1)

Conditionally conjugate mean-field variational Bayes for logistic models

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