Expectation-Maximization resources

[Fatih GELGI <Fatih.Gelgi@asu.edu>]

Hi,

The seminal paper for EM is,

Maximum Likelihood from Incomplete Data via the EM Algorithm
A. P. Dempster; N. M. Laird; D. B. Rubin
Journal of the Royal Statistical Society. Series B (Methodological), Vol. 39,
No. 1. (1977), pp. 1-38.
http://0-www.jstor.org.library.lib.asu.edu/cgi-bin/jstor/printpage/00359246/di993190/99p0278c/0.pdf?backcontext=table-of-contents&dowhat=Acrobat&config=jstor&userID=81db6e56@asu.edu/01cc99333c00501873aea&0.pdf

but the famous one is,

Expectation-Maximization as a lowerbound maximization
Thomas P. Minka
http://research.microsoft.com/~minka/papers/em.html

probably an easier one based on Minka's tutorial,

The Expectation Maximization Algorithm
Frank Dellaert
http://www.cc.gatech.edu/~dellaert/em-paper.pdf

I think the last one is really nice. Besides the EM formulas and examples, it
also explains the idea behind the EM approach and how EM works.

-f.gelgi