We propose a generic on-line (also sometimes called adaptive or recursive) version of the expectation-maximization (EM) algorithm applicable to latent variable models of independent observations.

Distribution parameter estimates were computed using the expectation-maximization algorithm, a missing information technique. Results of the one-sample chi-square goodness-of-fit test showed a fairly ...

The basic reconstruction algorithm is EM (Expectation Maximization) or OSEM (Ordered Subset Expectation Maximization). Variational penalty terms can be included. Extensions allow to estimate motion ...

This paper shows that the Expectation-Maximization (EM) algorithm for regime-switching dynamic factor models provides satisfactory performance relative to other estimation methods and delivers a good ...