On-line EM and quasi-Baye or : how I learned to stop worrying and love stochastic approximation

The EM algorithm is one of the most popular statistical learning algorithms. Unfortunately, it is a batch learning method. For large data sets and real-time systems, we need to develop on-line methods. In this thesis, we present a comprehensive study of on-line EM algorithms. We use Bayesian theory...

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Bibliographic Details
Main Author: Bao, Kejie
Language:English
Published: 2009
Online Access:http://hdl.handle.net/2429/14569