The EM Algorithm and Extensions 2e McLachlan Hardback Wiley–Blackwell

The EM Algorithm and ExtensionsAuthor(s): Geoffrey J. McLachlan, Thriyambakam Krishnan\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: Wiley-Interscience\nISBN-13: 9780471201700, 978-0471201700\nSynopsis\nThe only single-sourcenow completely updated and revisedto offer a unified treatment of the theory, methodology, and 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 E.