On use of the EM algorithm for penalized likelihood estimation

Publisher:
Blackwell Publ Ltd
Publication Type:
Journal Article
Citation:
Journal of The Royal Statistical Society Series B-methodological, 1990, 52 (3), pp. 443 - 452
Issue Date:
1990-01
Filename Description Size
2010002295OK.pdf886.27 kB
Adobe PDF
Full metadata record
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
Please use this identifier to cite or link to this item: