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Properties of the Stochastic Approximation EM Algorithm with Mini-batch Sampling

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Academic year: 2021

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Fig. 1 Estimates of the parameter µ V using mini-batch MCMC-SAEM with α ∈ {0.1, 0.3, 0.5, 0.8, 1} as a function of the number of epochs.
Figure 2 presents for different values of the propor- propor-tion α the estimates of the empirical standard deviation with respect to the number of iterations
Fig. 4 Synthetic images sampled from the model for digit 5 using the parameter estimates obtained with the batch version on 20 images (top) and with the mini-batch version with α = 0.2 on 100 images (bottom).
Fig. 5 Estimation of the limit distribution of the estimate of ν 2,2 = 0.2 after 10 000 iterations for the mini-batch algorithm with proportions α ∈ {0.01, 0.05, 0.1, 0.2, 0.5, 0.75, 1}.
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