McLachlan, Geoffrey J.; Krishnan, Thriyambakam; Ng, See Ket - Center for Applied Statistics and Econometrics (CASE), … - 2004
The Expectation-Maximization (EM) algorithm is a broadly applicable approach to the iterative computation of maximum likelihood (ML) estimates, useful in a variety of incomplete-data problems. Maximum likelihood estimation and likelihood-based inference are of central importance in statistical...