Supplementary materials for " A Stochastic Path-Integrated Differential EstimatoR Expectation Maximization Algorithm "

By convention, vectors are column vectors. We first compare the complexities of the incremental EM based methods using the following table which summarizes the state-of-the-art results. The last column is the optimal complexity to reach an -approximate stationary point. Next, we provide the psuedo-codes of several existing incremental EM-based algorithms, following the notations defined in the main paper. Using Lemma 3 below this page, we deduce that SPIDER-EM can be equivalently described by the following algorithm 7 .