MIT Media Laboratory, Perceptual Computing Technical Report #522
Appears in: Neural Information Processing Systems 1999

Maximum Conditional Likelihood via Bound Maximization and the CEM Algorithm

Tony Jebara and Alex Pentland
Vision and Modeling, MIT Media Laboratory, Cambridge MA
http://www.media.mit.edu/ $\sim$ jebara
{ jebara,sandy }@media.mit.edu

Abstract:

We present the CEM (Conditional Expectation Maximization) algorithm as an extension of the EM (Expectation Maximization) algorithm to conditional density estimation under missing data. A bounding and maximization process is given to specifically optimize conditional likelihood instead of the usual joint likelihood. We apply the method to conditioned mixture models and use bounding techniques to derive the model's update rules. Monotonic convergence, computational efficiency and regression results superior to EM are demonstrated.