Deterministic Annealing Variant of the EM Algorithm

  title={Deterministic Annealing Variant of the EM Algorithm},
  author={Naonori Ueda and Ryohei Nakano},
We present a deterministic annealing variant of the EM algorithm for maximum likelihood parameter estimation problems. In our approach, the EM process is reformulated as the problem of minimizing the thermodynamic free energy by using the principle of maximum entropy and statistical mechanics analogy. Unlike simulated annealing approaches, this minimization is deterministically performed. Moreover, the derived algorithm, unlike the conventional EM algorithm, can obtain better estimates free of… CONTINUE READING
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