On Use of the Em Algorithm for Penalized Likelihood Estimation
Peter J. Green · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1990
SUMMARY The EM algorithm is a popular approach to maximum likelihood estimation but has not been much used for penalized likelihood or maximum a posteriori estimation. This paper discusses properties of the EM algorithm in such contexts, concentrating on rates of convergence, and presents an alternative that is usually more practical and converges at least as quickly.