On Use of the Em Algorithm for Penalized Likelihood Estimation
- 1 July 1990
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 52 (3) , 443-452
- https://doi.org/10.1111/j.2517-6161.1990.tb01798.x
Abstract
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.This publication has 6 references indexed in Scilit:
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- A Smoothed Em Approach to Indirect Estimation Problems, with Particular Reference to Stereology and Emission TomographyJournal of the Royal Statistical Society Series B: Statistical Methodology, 1990
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- Maximum Likelihood Reconstruction for Emission TomographyIEEE Transactions on Medical Imaging, 1982
- Maximum Likelihood from Incomplete Data Via the EM AlgorithmJournal of the Royal Statistical Society Series B: Statistical Methodology, 1977