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Acceleration of Expectation-Maximization algorithm for length-biased right-censored data

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  • Kwun Chuen Gary Chan

    (University of Washington)

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.

Suggested Citation

  • Kwun Chuen Gary Chan, 2017. "Acceleration of Expectation-Maximization algorithm for length-biased right-censored data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(1), pages 102-112, January.
    • Handle: RePEc:spr:lifeda:v:23:y:2017:i:1:d:10.1007_s10985-016-9374-z
    DOI: 10.1007/s10985-016-9374-z
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    References listed on IDEAS

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    1. Kuroda, Masahiro & Sakakihara, Michio & Geng, Zhi, 2008. "Acceleration of the EM and ECM algorithms using the Aitken [delta]2 method for log-linear models with partially classified data," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2332-2338, October.
    2. Small, Kenneth A. & Ng, Chen Feng, 2014. "Optimizing road capacity and type," Economics of Transportation, Elsevier, vol. 3(2), pages 145-157.
    3. Kwun Chuen Gary Chan & Jing Qin, 2016. "Nonparametric maximum likelihood estimation for the multisample Wicksell corpuscle problem," Biometrika, Biometrika Trust, vol. 103(2), pages 273-286.
    4. Chiung-Yu Huang & Jing Qin, 2011. "Nonparametric estimation for length-biased and right-censored data," Biometrika, Biometrika Trust, vol. 98(1), pages 177-186.
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