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Simon Fraser University23y
Example 10.3: Kalman Filtering: Estimating an SSM Using the EM Algorithm - Simon Fraser University
This example estimates the normal SSM of the mink-muskrat data using the EM algorithm. The mink-muskrat series are detrended. Refer to Harvey (1989) for details of this data set. Since this EM ...
Nature15y
An expectation–maximization algorithm for the Lasso estimation of quantitative trait locus effects | Heredity - Nature
The EM algorithm can handle not only the usual ... The EM steps are described below. Step ... implemented through the simplex algorithm apply to the EM algorithm. These properties (for example, ...