[Numpy-discussion] performance matrix multiplication vs. matlab
Mon Jun 8 07:55:23 CDT 2009
Jason Rennie wrote:
> Note that EM can be very slow to converge:
> EM is great for churning-out papers, not so great for getting real
> work done.
I think it depends on what you are doing - EM is used for 'real' work
too, after all :)
> Conjugate gradient is a much better tool, at least in my (and
> Salakhutdinov's) experience.
Thanks for the link, I was not aware of this work. What is the
difference between the ECG method and the method proposed by Lange in
 ? To avoid 'local trapping' of the parameter in EM methods,
recursive EM  may also be a promising method, also it seems to me
that it has not been used so much, but I may well be wrong (I have seen
several people using a simplified version of it without much theoretical
consideration in speech processing).
 "A gradient algorithm locally equivalent to the EM algorithm", in
Journal of the Royal Statistical Society. Series B. Methodological,
1995, vol. 57, n^o 2, pp. 425-437
 "Online EM Algorithm for Latent Data Models", by: Olivier Cappe;,
Eric Moulines, in the Journal of the Royal Statistical Society Series B
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