We propose a nested EM routine which guarantees monotone log-likelihood sequences and improved convergence rates in maximum likelihood estimation of latent class models with covariates.
Durante, D., Canale, A., Rigon, T. (2019). A nested expectation–maximization algorithm for latent class models with covariates. STATISTICS & PROBABILITY LETTERS, 146, 97-103 [10.1016/j.spl.2018.10.015].
A nested expectation–maximization algorithm for latent class models with covariates
Rigon T.
Ultimo
2019
Abstract
We propose a nested EM routine which guarantees monotone log-likelihood sequences and improved convergence rates in maximum likelihood estimation of latent class models with covariates.
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