Maximum Likelihood from Incomplete Data Via the
                    <i>EM</i>
                    Algorithm

P. Dempster, A.; M. Laird, N.; B. Rubin, D.

doi:10.1111/j.2517-6161.1977.tb01600.x

Public

Maximum Likelihood from Incomplete Data Via the EM Algorithm

Shared by NobleBlocks on Sep 1, 1977 • 12:00 AM UTC

Authors:

A. P. Dempster

N. M. Laird

D. B. Rubin

Abstract

Summary 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 convergence of the algorithm is derived. Many examples are sketched, including missing valu...

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