The EM algorithm and extensions / Geoffrey J. McLachlan, Thriyambakam Krishnan.

By: McLachlan, Geoffrey J, 1946-Contributor(s): Krishnan, T. (Thriyambakam), 1938-Material type: Text

TextLanguage: English Series: Wiley series in probability and statisticsPublication details: Hoboken, N.J. : Wiley-Interscience, c2008. Edition: 2nd edDescription: xxvii, 359 p. : ill. ; 24 cmISBN: 9780471201700 (cloth); 0471201707 (cloth)Subject(s): Expectation-maximization algorithms | Estimation theory | Missing observations (Statistics)DDC classification: 519.544 MCE LOC classification: QA276.8 | .M394 2008Online resources: Table of contents only | Contributor biographical information | Publisher description | OCLC | E-book Fulltext

Contents:

Examples of the EM algorithm -- Basic theory of the EM algorithm -- Standard errors and speeding up convergence -- Extensions of the EM algorithm -- Monte Carlo versions of the EM algorithm -- Some generalizations of the EM algorithm -- Further applications of the EM algorithm.

Summary: "Complete with updates that capture developments from the past decade, The EM Algorithm and Extensions, Second Edition successfully provides a basic understanding of the EM algorithm by describing its inception, implementation, and applicability in numerous statistical contexts. In conjunction with the fundamentals of the topic, the authors discuss convergence issues and computation of standard errors, and, in addition, unveil many parallels and connections between the EM algorithm and Markov chain Monte Carlo algorithms. Thorough discussions on the complexities and drawbacks that arise from the basic EM algorithm, such as slow convergence and lack of an in-built procedure to compute the covariance matrix of parameter estimates, are also presented." "The EM Algorithm and Extensions, Second Edition serves as an excellent text for graduate-level statistics students and is also a comprehensive resource for theoreticians, practitioners, and researchers in the social and physical sciences who would like to extend their knowledge of the EM algorithm."--BOOK JACKET.

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Item type	Current library	Collection	Call number	Copy number	Status	Barcode
E-Book	EWU Library E-book	Non-fiction	519.544 MCE 2008 (Browse shelf(Opens below))		Not For Loan
Text	EWU Library Reserve Section	Non-fiction	519.544 MCE 2008 (Browse shelf(Opens below))	C-1	Not For Loan	25610
Text	EWU Library Reserve Section	Non-fiction	519.544 MCE 2008 (Browse shelf(Opens below))	C-2	Not For Loan	26052

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Online version:
McLachlan, Geoffrey J., 1946-
EM algorithm and extensions.
Hoboken, N.J. : Wiley-Interscience, c2008
(OCoLC)654674444

Includes bibliographical references (p. 311-337) and indexes.

Examples of the EM algorithm --
Basic theory of the EM algorithm --
Standard errors and speeding up convergence --
Extensions of the EM algorithm --
Monte Carlo versions of the EM algorithm --
Some generalizations of the EM algorithm --
Further applications of the EM algorithm.

"Complete with updates that capture developments from the past decade, The EM Algorithm and Extensions, Second Edition successfully provides a basic understanding of the EM algorithm by describing its inception, implementation, and applicability in numerous statistical contexts. In conjunction with the fundamentals of the topic, the authors discuss convergence issues and computation of standard errors, and, in addition, unveil many parallels and connections between the EM algorithm and Markov chain Monte Carlo algorithms. Thorough discussions on the complexities and drawbacks that arise from the basic EM algorithm, such as slow convergence and lack of an in-built procedure to compute the covariance matrix of parameter estimates, are also presented." "The EM Algorithm and Extensions, Second Edition serves as an excellent text for graduate-level statistics students and is also a comprehensive resource for theoreticians, practitioners, and researchers in the social and physical sciences who would like to extend their knowledge of the EM algorithm."--BOOK JACKET.

CSE

Tahur Ahmed

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