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The EM Algorithm and Related Statistical Models

The EM Algorithm and Related Statistical Models by Michiko Watanabe
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Exploring the application and formulation of the EM algorithm, The EM Algorithm and Related Statistical Models offers a valuable method for constructing statistical models when only incomplete information is available, and proposes specific estimation algorithms for solutions to incomplete data problems. The text covers current topics including statistical models with latent variables, as well as neural network models, and Markov Chain Monte Carlo methods. It describes software resources valuable for the processing of the EM algorithm with incomplete data and for general analysis of latent structure models of categorical data, and studies accelerated versions of the EM algorithm.

CRC Press; October 2003
214 pages; ISBN 9780203913055
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Title: The EM Algorithm and Related Statistical Models
Author: Michiko Watanabe; Kazunori Yamaguchi