ML Anthology

Maximum Likelihood from Incomplete Data via the EM Algorithm

Arthur P. Dempster, Nan M. Laird, Donald B. Rubin
Notable Works 1977 pp. 1-38
doi:10.1111/j.2517-6161.1977.tb01600.x /misc/1977/dempster1977misc-maximum/

Abstract

A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and convergence of the algorithm is derived. Many examples are sketched, including missing value situations, applications to grouped, censored or truncated data, finite mixture models, variance component estimation, hyperparameter estimation, iteratively reweighted least squares and factor analysis.

PDF Semantic Scholar

Cite

Text

Dempster et al. "Maximum Likelihood from Incomplete Data via the EM Algorithm." Journal of the Royal Statistical Society, Series B, 1977. doi:10.1111/j.2517-6161.1977.tb01600.x

Markdown

[Dempster et al. "Maximum Likelihood from Incomplete Data via the EM Algorithm." Journal of the Royal Statistical Society, Series B, 1977.](https://mlanthology.org/misc/1977/dempster1977misc-maximum/) doi:10.1111/j.2517-6161.1977.tb01600.x

BibTeX

@misc{dempster1977misc-maximum,
  title     = {{Maximum Likelihood from Incomplete Data via the EM Algorithm}},
  author    = {Dempster, Arthur P. and Laird, Nan M. and Rubin, Donald B.},
  howpublished = {Journal of the Royal Statistical Society, Series B},
  year      = {1977},
  pages     = {1-38},
  doi       = {10.1111/j.2517-6161.1977.tb01600.x},
  volume    = {39},
  number    = {1},
  url       = {https://mlanthology.org/misc/1977/dempster1977misc-maximum/}
}