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SUMMARY:Convergence analysis of the EM algorithm and joint minimization of
  free energy - Dr Shin-ichi Maeda (NARA Institute of Science and Technolog
 y)
DTSTART:20080312T130000Z
DTEND:20080312T140000Z
UID:TALK11101@talks.cam.ac.uk
CONTACT:Zoubin Ghahramani
DESCRIPTION:Although the expectation-maximization (EM) algorithm has\nbeen
  popularly used for its computational convenience\, it\nhas been recognize
 d that the EM algorithm works slowly in\ncertain situations. In this study
 \, we analyze the convergence\nproperty of the EM algorithm in terms of th
 e minimization\nof the free energy\, and show that the slow convergence is
 \ndue to the optimization method of the free energy. The\nanalyses suggest
  a different optimization can be appropriate\nfor situations of slow conve
 rgence. Then\, we propose\na new speeding-up method for optimization of th
 e free energy.\nThe validity of the new method is confirmed by using a sim
 ple problem.
LOCATION:Engineering Department\, CBL Room 438
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