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The expectation maximization algorithm arises in many computational biology applications that involve probabilistic models. What is it good for, and how does it work?
We describe statistical inference of neighbor-dependent models using a Markov chain Monte Carlo expectation maximization (MCMC-EM) algorithm. In the MCMC-EM algorithm, the high-dimensional integrals ...
We propose a generic on-line (also sometimes called adaptive or recursive) version of the expectation-maximization (EM) algorithm applicable to latent variable models of independent observations.
This paper shows that the Expectation-Maximization (EM) algorithm for regime-switching dynamic factor models provides satisfactory performance relative to other estimation methods and delivers a good ...
We developed an expectation–maximization (EM) algorithm to estimate the variance parameter of the prior distribution for each regression coefficient.