On use of the EM algorithm for penalized likelihood estimation

Blackwell Publ Ltd
Publication Type:
Journal Article
Journal of The Royal Statistical Society Series B-methodological, 1990, 52 (3), pp. 443 - 452
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The EM algorithmis a popular approach to maximuml ikelihoode stimationb ut has not been muchu sed forp enalizedl ikelihoodo r maximuma posteriori estimation.T his paper discussesp ropertieos f theE M algorithmin suchc ontextsc, oncentratinogn rateso f convergence, and presentsa n alternativet hati s usuallym ore practicala nd convergesa t least as quickly
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