Stochastic Processes and their Applications · 1989 · 58 citations · 13 references
ComputingMathematicsMachine LearningOptimizationStochastic ProcessesBayesian InferenceDiffusion ProcessesLikelihood ComputationLikelihood EstimationMaximum Likelihood EstimationMonte Carlo MethodsDiffusionsEm AlgorithmExpectation-maximizationExpectation-maximization AlgorithmInference For Diffusion ProcessesLikelihood MaximizationParameter Estimation For Diffusions
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On the Convergence Properties of the EM Algorithm
Changbao Wu · The Annals of Statistics · 1983 · 3.3K citations · Full text