EM and Beyond

The basic theme of the EM algorithm, to repeatedly use complete-data methods to solve incomplete data problems, is also a theme of several more recent statistical techniques that combine simulation techniques with complete- data methods to attack problems that are difficult or impossible for EM.

Abstract

The basic theme of the EM algorithm, to repeatedly use complete-data methods to solve incomplete data problems, is also a theme of several more recent statistical techniques. These techniques—multiple imputation, data augmentation, stochastic relaxation, and sampling importance resampling—combine simulation techniques with complete-data methods to attack problems that are difficult or impossible for EM.