The Expectation-Maximization (EM) and Nested EM Algorithms in Maximum Likelihood estimate

In this paper we introduce the EM and Nested EM algorithms for calculating the Maximum Likelihood estimators. The convergence of EM method is proofed. To clarify more, we illustrate twoexamples of distributions.

کلیدواژه ها:

Expectation-Maximization (EM) algorithm ، Nested EM ، Maximum Likelihood