DocumentCode
2030794
Title
On Convergence Properties of Message-Passing Estimation Algorithms
Author
Dauwels, J.
Author_Institution
RIKEN Brain Sci. Inst., Saitama
fYear
2007
fDate
24-29 June 2007
Firstpage
2561
Lastpage
2565
Abstract
The convergence and stability properties of several message-passing estimation algorithms are investigated, i.e., (generalized) expectation maximization, gradient methods, and coordinate ascent/descent. Results are presented for cycle-free and cyclic factor graphs.
Keywords
estimation theory; expectation-maximisation algorithm; gradient methods; graph theory; message passing; signal processing; convergence property; coordinate ascent/descent algorithm; cycle-free graph; cyclic factor graph; generalized expectation maximization; gradient method; message-passing estimation algorithm; stability property; Convergence; Gradient methods; Heart; Hidden Markov models; Iterative algorithms; Message passing; Parameter estimation; Stability; State-space methods; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 2007. ISIT 2007. IEEE International Symposium on
Conference_Location
Nice
Print_ISBN
978-1-4244-1397-3
Type
conf
DOI
10.1109/ISIT.2007.4557604
Filename
4557604
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