The modified stochastic algorithm is applicable when the E-step of an EM algorithm is intractable, and it is related to a deterministic algorithm that solves an unbiased estimating equation.

In many problems of maximum likelihood estimation, it is impossible to carry out either the E-step of the EM algorithm. The present paper introduces a gradient algorithm that is closely related to the ...

The EM algorithm maximizes the expected log likelihood function given the current parameter estimates. In practice, the log likelihood function of the normal SSM is evaluated while the parameters are ...

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