The EM Algorithm and Related Statistical Models

1st Edition

Michiko Watanabe, Kazunori Yamaguchi

CRC Press
Published October 15, 2003
Textbook - 250 Pages
ISBN 9780824747015 - CAT# DK2898
Series: Statistics: A Series of Textbooks and Monographs

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Summary

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.

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