Expectation-maximization algorithm

• http://en.wikipedia.org/wiki/Expectation%E2%80%93maximization_algorithm

A method for finding MLE of parameters when there’s missing (latent) values.

Tutorials

• What is the expectation maximization algorithm?

References

• Dempster, A.P.; Laird, N.M.; Rubin, D.B. (1977). “Maximum Likelihood from Incomplete Data via the EM Algorithm”. Journal of the Royal Statistical Society. Series B (Methodological) 39 (1): 1–38