18 he Expectation Maximisation (EM)Algorithm

Souvik Kumar Bandyopadhyay

References

• Little, R.J.A. and Rubin, D.B. (1987). Statistical Analysis with Missing Data. New York: Wiley; Chapter 7
• McLachlan, G.J and Krishnan T (1997). The EM Algorithm and Extensions.John Wiley Sons, Inc.
• Dempster, A.P., Laird, N.M., and Rubin, D.B. (1977). Maximum likelihood estimation from incomplete data via the EM algorithm. Journal of The Royal Statistical Society, Series B, 39, 1-38