# A nested expectation-maximization algorithm for latent class models with   covariates

**Authors:** Daniele Durante, Antonio Canale, Tommaso Rigon

arXiv: 1705.03864 · 2019-11-19

## TL;DR

This paper introduces a nested EM algorithm for latent class models with covariates that ensures monotonic log-likelihood improvement and faster convergence compared to existing methods.

## Contribution

It presents a novel nested EM routine that guarantees monotone log-likelihood sequences and enhances convergence speed for latent class models with covariates.

## Key findings

- Guarantees monotone increase in log-likelihood
- Achieves improved convergence rates
- Applicable to latent class models with covariates

## Abstract

We develop a nested EM routine for latent class models with covariates which allows maximization of the full-model log-likelihood and, differently from current methods, guarantees monotone log-likelihood sequences along with improved convergence rates.

## Full text

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## References

28 references — full list in the complete paper: https://tomesphere.com/paper/1705.03864/full.md

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Source: https://tomesphere.com/paper/1705.03864