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arXiv · 1705.03864

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

Daniele Durante·Antonio Canale·Tommaso Rigon
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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.

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Daniele Durante, Antonio Canale, Tommaso Rigon. 2018-08-02. A nested expectation-maximization algorithm for latent class models with covariates. https://doi.org/10.1016/j.spl.2018.10.015

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