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Learning with the Online EM Algorithm

  • Mathématiques et informatique appliquées aux sciences humaines et sociales
  • 2026
  • 01 h 06 min 38 s
  • Anglais

Publié le 21/07/2017

The Online Expectation-Maximization (EM) is a generic algorithm that can be used to estimate the parameters of latent data models incrementally from large volumes of data. The general principle of the approach is to use a stochastic approximation scheme, in the domain of sufficient statistics, as a proxy for a limiting, deterministic, population version of the EM recursion. In this talk, I will briefly review the convergence properties of the method and discuss some applications and extensions of the basic approach.
Contribution
Université Paris 1 Panthéon - Sorbonne
Olivier Cappé

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