The EM Algorithm and Extensions
Language: English
Published by John Wiley and Sons Ltd, 2008
- Hardcover
- New
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Since its inception in 1977, the Expectation-Maximization (EM) algorithm has been the subject of intense scrutiny, dozens of applications, numerous extensions, and thousands of publications. The algorithm and its extensions are now standard tools applied to incomplete data problems in virtually every field in which statistical methods are used. Series: Wiley Series in Probability and Statistics. Num Pages: 400 pages, Illustrations. BIC Classification: PB. Category: (P) Professional & Vocational. Dimension: 237 x 163 x 28. Weight in Grams: 764. . 2008. 2nd Edition. Hardcover. . . . . Books ship from the US and Ireland.
Seller Inventory # V9780471201700
- Title
- The EM Algorithm and Extensions
- Author
- Geoffrey J. McLachlan
- Publisher
- John Wiley and Sons Ltd
- Publication year
- 2008
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0471201707
- ISBN 13
- 9780471201700
- Edition
- 2nd Edition
Complete with updates that capture developments from the past decade, The EM Algorithm and Extensions, Second Edition successfully provides a basic understanding of the EM algorithm by describing its inception, implementation, and applicability in numerous statistical contexts. In conjunction with the fundamentals of the topic, the authors discuss convergence issues and computation of standard errors, and, in addition, unveil many parallels and connections between the EM algorithm and Markov chain Monte Carlo algorithms. Thorough discussions on the complexities and drawbacks that arise from the basic EM algorithm, such as slow convergence and lack of an in-built procedure to compute the covariance matrix of parameter estimates, are also presented.
While the general philosophy of the First Edition has been maintained, this timely new edition has been updated, revised, and expanded to include:
-
New chapters on Monte Carlo versions of the EM algorithm and generalizations of the EM algorithm
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New results on convergence, including convergence of the EM algorithm in constrained parameter spaces
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Expanded discussion of standard error computation methods, such as methods for categorical data and methods based on numerical differentiation
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Coverage of the interval EM, which locates all stationary points in a designated region of the parameter space
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Exploration of the EM algorithm's relationship with the Gibbs sampler and other Markov chain Monte Carlo methods
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Plentiful pedagogical elements―chapter introductions, lists of examples, author and subject indices, computer-drawn graphics, and a related Web site
The EM Algorithm and Extensions, Second Edition serves as an excellent text for graduate-level statistics students and is also a comprehensive resource for theoreticians, practitioners, and researchers in the social and physical sciences who would like to extend their knowledge of the EM algorithm.
"Synopsis" may belong to another edition of this title.
About the Author
Thriyambakam Krishnan, PhD, is Chief Statistical Architect, SYSTAT Software at Cranes Software International Limited in Bangalore, India. Dr. Krishnan has over forty-five years of research, teaching, consulting, and software development experience at the Indian Statistical Institute (ISI). His research interests include biostatistics, image analysis, pattern recognition, psychometry, and the EM algorithm.
"About the title" may belong to another edition of this title.
Kennys Bookstore
Olney, MD, U.S.A.
AbeBooks seller since October 9, 2009
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