The EM algorithm - An Old Folk-Song Sung to a Fast New Tune
Title: The EM algorithm - An Old Folk-Song Sung to a Fast New Tune
Author: Meng, XL; vanDyk, D
Source: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, vol.59, no.3, pp.511-540, 1997
Keywords: data augmentation; expectation conditional maximization algorithm; expectation conditional maximization either algorithm; Gibbs sampler; incomplete data; Markov chain Monte Carlo method; missing data; model reduction; multivariate t-distributions; Poisson model; positron emission tomography; rate of convergence; sage algorithm
(RefWorks Listed; DL)
Tags: Markov chain Monte Carlo, Missing Observations, Mixture Models