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