Les modèles non linéaires à effets mixtes - Isped

Convergence of EM
Dempster et al. (1977), Wu (1983)
Convergence of (θ k ) to a stationary point ̂θ g of the observed likelihood is
ensured under some regularity conditions.
Some practical drawbacks of EM:
Nature of the limiting point.
Convergence depends on the initial guess.
Slow convergence of EM.
Evaluation of Q k (θ) = E[log f(y, φ; θ)|y; θ k−1 ] during step E.
=⇒ use a simulated sequence φ
Sminaire ”Statistique et Sant Publique”, Bordeaux - 8 novembre 2005, p.24