We propose a generic on-line (also sometimes called adaptive or recursive) version of the expectation-maximization (EM) algorithm applicable to latent variable models of independent observations.

We present a novel sequential Monte Carlo (SMC) online expectation-maximization (EM) algorithm for estimating the static parameters of such models. The SMC online EM algorithm has a cost per time ...

We developed an expectation–maximization (EM) algorithm to estimate the variance parameter of the prior distribution for each regression coefficient.