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《Journal of Anqing Teachers College(Natural Science Edition)》 2009-04
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EM Algorithm and Its Applications

YANG Ji-dong(School of Finance and Statistics,East China Normal University,Shanghai 200062,China)  
EM algorithm,a method of iteration,is mainly used to calculate the mode of a posterior distribution or the maximum likelihood estimate.EM algorithm has been widely applied to statistical inferences involving incomplete data such as missing data,censoring data,group data and data bearing disgusting parameters.This thesis firstly introduces EM algorithm.To deal with the defects of EM algorithm's slow convergence speed,the accelerating EM algorithms,namely EMB algorithm and MEMB algorithm are introduced.We also briefly introduce the two generalized methods,GEM algorithm and MCEM algorithm,to avoid its limitations.The thesis gives the examples and Monte Carlo simulations in the end.By designing MATLAB programs we obtain and analyze the results.
【CateGory Index】: O212.8
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