title: Acceleration of Expectation-Maximization algorithm for length-biased right-censored data.
abstract: Vardi's Expectation-Maximization (EM) algorithm is frequently used for computing the nonparametric maximum likelihood estimator of length-biased right-censored data, which does not admit a closed-form representation. The EM algorithm may converge slowly, particularly for heavily censored data. We studied two algorithms for accelerating the convergence of the EM algorithm, based on iterative convex minorant and Aitken's delta squared process. Numerical simulations demonstrate that the acceleration algorithms converge more rapidly than the EM algorithm in terms of number of iterations and actual timing. The acceleration method based on a modification of Aitken's delta squared performed the best under a variety of settings.
authors.affiliation: Department of Biostatistics, University of Washington, Campus, Box 357232, Seattle, WA, 98195-7232, USA. kcgchan@u.washington.edu.
authors.forename: Kwun Chuen Gary
authors.initials: KC
authors.lastname: Chan
mesh_terms: D000465:Algorithms; D006801:Humans; D007091:Image Processing, Computer-Assisted; D016013:Likelihood Functions; D011336:Probability
keywords: Aitken’s delta squared; Expectation-Maximization; Isotonic regression; Iterative convex minorant; Multiplicative censoring