The Stochastic EM Algorithm: Estimation and Asymptotic Results
The Stochastic EM Algorithm: Estimation and Asymptotic Results
The EM algorithm is a much used tool for maximum likelihood estimation in missing or incomplete data problems.However, calculating the conditional expectation required in the E-step of the algorithm may be infeasible, especially when this expectation is a large sum or a high-dimensional integral.Instead the expectation can be estimated by …