, Volume 78, Issue 1, pp 134-153
Date: 23 Oct 2012

Global Convergence of the EM Algorithm for Unconstrained Latent Variable Models with Categorical Indicators

Rent the article at a discount

Rent now

* Final gross prices may vary according to local VAT.

Get Access


Convergence of the expectation-maximization (EM) algorithm to a global optimum of the marginal log likelihood function for unconstrained latent variable models with categorical indicators is presented. The sufficient conditions under which global convergence of the EM algorithm is attainable are provided in an information-theoretic context by interpreting the EM algorithm as alternating minimization of the Kullback–Leibler divergence between two convex sets. It is shown that these conditions are satisfied by an unconstrained latent class model, yielding an optimal bound against which more highly constrained models may be compared.