Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 71, No. 3 (Jun., 2009), pp. 593-613 (21 pages) We propose a generic on-line (also sometimes called adaptive or ...

The EM algorithm is a very popular and widely applicable algorithm for the computation of maximum likelihood estimates. Although its implementation is generally simple, the EM algorithm often exhibits ...

Haplotype inference is an indispensable technique in medical science, especially in genome-wide association studies. Although the conventional method of inference using the expectation-maximization ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper shows that the Expectation-Maximization (EM) algorithm for regime-switching dynamic factor models provides ...