Online Expectation-Maximisation
Olivier Capp\'e (LTCI)
TL;DR
This tutorial introduces the Online Expectation-Maximisation (EM) algorithm, a method for efficiently updating mixture models incrementally as new data arrives, suitable for large-scale or streaming data scenarios.
Contribution
It provides a comprehensive overview and practical guidance on implementing the Online EM algorithm, which extends traditional EM for real-time data processing.
Findings
Efficient incremental updates for mixture models
Applicability to large-scale streaming data
Enhanced computational performance
Abstract
Tutorial chapter on the Online EM algorithm to appear in the volume 'Mixtures' edited by Kerrie Mengersen, Mike Titterington and Christian P. Robert.
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Taxonomy
TopicsElectrostatics and Colloid Interactions · Various Chemistry Research Topics