Tagged Questions
1
vote
0answers
57 views
Root Convergence Rate of EM or MM Iteration [closed]
I have an iterative sequence for optimizing an EM/MM algorithm based loss function $L(X)$ with $t$ being the iteration number as:
$X_t=ABX_{t-1}+CX_{t-1}+X_{t-1}$ where $A$ is a diagonal matrix, $B$ ...