On Aitken's Method And Other Approaches For Accelerating Convergence Of The EM Algorithm

this paper, we review some available methods for accelerating convergence of the EM algorithm. In particular, we consider the use of the multivariate version of Aitken's method for EM acceleration. Other methods to be considered include the conjugate gradient approach of Jamshidian and Jennrich (1993) and the quasi-Newton approach of Lange (1995b). We also consider the recently proposed ECME algorithm of Liu and Rubin (1994)