We consider novel methods for the computation of model selection criteria in missing-data problems based on the output of the EM algorithm. The methodology is very general and can be applied to ...

A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and ...

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 ...

Increased variety of real-world data (RWD) sources can give scientists a richer picture than ever of what’s happening to patients. But for every new wave of insurance claims, patient surveys, or ...