688 citations · 2.3k across the 21 of their papers we have counts for
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stat.CO2007★ 488 cited
Online EM Algorithm for Latent Data Models
Olivier Cappé, Eric Moulines
In this contribution, we propose a generic online (also sometimes called adaptive or recursive) version of the Expectation-Maximisation (EM) algorithm applicable to latent variable…
stat.CO2007★ 208 cited
Adaptive Importance Sampling in General Mixture Classes
Olivier Cappé, Randal Douc, Arnaud Guillin +2
In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture importance sampling density so as to optimise the im…