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The EM Algorithm and Extensions, 2nd Edition
Geoffrey J. McLachlan,
The Univ. of Queensland, St. Lucia, Australia
Thriyambakam Krishnan,
Systat Software Asia-Pacific Pvt., Ltd, Bangalore, India
ISBN: 978-0-471-20170-0
©2008
360 pages
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Description
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The second edition of this book captures major progress that has taken place in EM methodology in the ten years since the publication of the first edition. This timely new edition encompasses significant developments in the field, unveiling the many parallels and connections between the EM algorithm and Markov chain. In addition, 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 discussed. This new edition provides updated, revised and expanded versions of many sections of the first edition, and to the addition of two new chapters, one on Monte Carlo Versions of the EM Algorithm (Chapter 6) and another on Generalizations of the EM Algorithm (Chapter 7).
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