Extensions of the EM Algorithm
Geoffrey John McLachlan, Thriyambakam Krishnan · Wiley series in probability and statistics · 2008
This chapter contains sections titled: Introduction ECM Algorithm Multicycle ECM Algorithm Example 5.2: Normal Mixtures with Equal Correlations Example 5.3: Mixture Models for Survival Data Example 5.4: Contingency Tables with Incomplete Data ECME Algorithm Example 5.5: Maximum Likelihood Estimation of t-Distribution with Unknown Degrees of Freedom Example 5.6: Variance Components Linear Mixed Models Example 5.8: Factor Analysis Efficient Data Augmentation Alternating ECM Algorithm Example 5.9: Mixtures of Factor Analyzers Parameter-Expanded EM (PX-EM) Algorithm EMS Algorithm One-Step-Late Algorithm Variance Estimation for Penalized EM and OSL Algorithms Incremental EM Linear Inverse Problems