Kenneth Lange, A Gradient Algorithm Locally Equivalent to the EM Algorithm, Journal of the Royal Statistical Society. Series B (Methodological), Vol. 57, No. 2 (1995), pp. 425-437 ...

Olivier Cappé, Online EM Algorithm for Hidden Markov Models, Journal of Computational and Graphical Statistics, Vol. 20, No. 3 (September 2011), pp. 728-749 ...

Several computational and statistical methods have been developed for haplotype inference, including Clark's algorithm 1, the Expectation Maximization (EM) algorithm 2, and Gibbs sampler 3.

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 ...