EconPapers    
Economics at your fingertips  
 

EM Algorithms from a Non-stochastic Perspective

Charles Byrne ()
Additional contact information
Charles Byrne: University of Massachusetts Lowell, Department of Mathematical Sciences

A chapter in Handbook of Mathematical Methods in Imaging, 2015, pp 389-429 from Springer

Abstract: Abstract The EM algorithm is not a single algorithm, but a template for the construction of iterative algorithms. While it is always presented in stochastic language, relying on conditional expectations to obtain a method for estimating parameters in statistics, the essence of the EM algorithm is not stochastic. The conventional formulation of the EM algorithm given in many texts and papers on the subject is inadequate. A new formulation is given here based on the notion of acceptable data.

Keywords: Expectation Maximization (EM); Acceptable Data; Multiplicative Algebraic Reconstruction Technique (MART); Missing Data Models; Preference Data (search for similar items in EconPapers)
Date: 2015
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4939-0790-8_46

Ordering information: This item can be ordered from
http://www.springer.com/9781493907908

DOI: 10.1007/978-1-4939-0790-8_46

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-12-08
Handle: RePEc:spr:sprchp:978-1-4939-0790-8_46