This example estimates the normal SSM of the mink-muskrat data using the EM algorithm. The mink-muskrat series are detrended. Refer to Harvey (1989) for details of this data set. Since this EM ...

The EM algorithm is a popular method for maximum likelihood estimation. Its simplicity in many applications and desirable convergence properties make it very attractive. Its sometimes slow convergence ...

Gilles Celeux, , Florence Forbes, Abdallah Mkhadri, A Component-Wise EM Algorithm for Mixtures, Journal of Computational and Graphical Statistics, Vol. 10, No. 4 (Dec ...

This is reasonable in many tomographic problems. The step of the MART algorithm for (4.1) is as follows: MART is an example of a multiplicative algorithm, see Pierro (1990); another example is the EM ...