Estimating the parameters of hidden binomial trials by the EM algorithm

Yıl 2014, Cilt: 43 Sayı: 5, 885 - 890, 01.10.2014

Degang Zhu

Öz

The EM algorithm has become a popular efficient iterative procedure
to compute the maximum likelihood (ML) estimate in the presence
of incomplete data. Each iteration of the EM algorithm involves two
steps called expectation step (E-step) and maximization step (M-step).
Complexity of statistical model usually makes the iteration of maximization step difficult. An identity on which the derivation of the EM
algorithm is based is presented. It is showed that deriving iteration
formula of parameter of hidden binomial trials based on the identity is
much simpler than that in common M-step. 

Anahtar Kelimeler

Maximum likelihood, EM algorithm, incomplete data, hidden binomial trials, identity

Kaynakça

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