The EM Algorithm and Related Statistical Models

by Michiko Watanabe (Editor), Kazunori Yamaguchi (Editor)

Overview

Exploring the application and formulation of the EM algorithm, The EM Algorithm and Related Statistical Models offers a valuable method for constructing statistical models when only incomplete information is available, and proposes specific estimation algorithms for solutions to incomplete data problems. The text covers current topics including statistical models with latent variables, as well as neural network models, and Markov Chain Monte Carlo methods. It describes software resources valuable for the processing of the EM algorithm with incomplete data and for general analysis of latent structure models of categorical data, and studies accelerated versions of the EM algorithm.

Product Details

ISBN-13:	9781135524661
Publisher:	CRC Press
Publication date:	10/15/2003
Series:	Statistics: A Series of Textbooks and Monographs
Sold by:	Barnes & Noble
Format:	eBook
Pages:	250
File size:	13 MB
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About the Author

Michiko Watanabe is Professor, Faculty of Economics, Toyo University, Japan. An elected member of the International International Statistics Institute (1999) and a council member of the Japan Statistical Society (2000), she received the Ph.D. degree (1988) from Kyushu University, Japan. Kazunori Yamaguchi is Professor, College of Social Relations, Rikkyo University, Japan. An elected member of the International Statistics Institute (1999) and a council member of the Japan Statistical Society (2000-2001), he received the Ph.D. degree (1991) from Kyushu University, Japan.

Table of Contents

Preface, Contributors, 1. Incomplete Data and the Generation Mechanisms, 2. Incomplete Data and the EM Algorithm, 3. Statistical Models and the EM Algorithm, 4. Robust Model and the EM Algorithm, 5. Latent Structure Model and the EM Algorithm, 6. Extensions of the EM Algorithm, 7. Convergence Speed and Acceleration of the EM Algorithm, 8. EM Algorithm in Neural Network Learning, 9. Markov Chain Monte Carlo, Appendices, Index