| The EM Algorithm and Extensions (1997) |
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| Editorial Reviews Book News, Inc. This volume deals with the Expectation-Maximization algorithm, now a standard tool applied to incomplete data problems in virtually every field in which statistical methods are used. Discussion covers such topics as regression, categorical data analysis, factor analysis, variance-components estimation, repeated-measures designs, medical imaging, finite mixture analysis, robust statistical modeling, and survival analysis. -- Copyright © 1999 Book News, Inc., Portland, OR All rights reserved Book Description The first unified account of the theory, methodology, and applications of the EM algorithm and its extensions Since its inception in 1977, the Expectation-Maximization (EM) algorithm has been the subject of intense scrutiny, dozens of applications, numerous extensions, and thousands of publications. The algorithm and its extensions are now standard tools applied to incomplete data problems in virtually every field in which statistical methods are used. Until now, however, no single source offered a complete and unified treatment of the subject. The EM Algorithm and Extensions describes the formulation of the EM algorithm, details its methodology, discusses its implementation, and illustrates applications in many statistical contexts. Employing numerous examples, Geoffrey McLachlan and Thriyambakam Krishnan examine applications both in evidently incomplete data situations—where data are missing, distributions are truncated, or observations are censored or grouped—and in a broad variety of situations in which incompleteness is neither natural nor evident. They point out the algorithm's shortcomings and explain how these are addressed in the various extensions. Areas of application discussed include: Regression Medical imaging Categorical data analysis Finite mixture analysis Factor analysis Robust statistical modeling Variance-components estimation Survival analysis Repeated-measures designs For theoreticians, practitioners, and graduate students in statistics as well as researchers in the social and physical sciences, The EM Algorithm and Extensions opens the door to the tremendous potential of this remarkably versatile statistical tool. The publisher, John Wiley & Sons A unified and complete treatment of the theory and methodology of the Expectation-Maximization (EM) algorithm, its extensions and their applications. Applications in standard statistical contexts such as regression, factor analysis, variance-components estimation, repeated-measures designs, categorical data analysis, survival evaluatio, and survey sampling are covered, as well as applications in other areas like genetics and psychometry. Approximately 30 examples illustrate the theory and methodology. From the Back Cover The first unified account of the theory, methodology, and applications of the EM algorithm and its extensions Since its inception in 1977, the Expectation-Maximization (EM) algorithm has been the subject of intense scrutiny, dozens of applications, numerous extensions, and thousands of publications. The algorithm and its extensions are now standard tools applied to incomplete data problems in virtually every field in which statistical methods are used. Until now, however, no single source offered a complete and unified treatment of the subject. The EM Algorithm and Extensions describes the formulation of the EM algorithm, details its methodology, discusses its implementation, and illustrates applications in many statistical contexts. Employing numerous examples, Geoffrey McLachlan and Thriyambakam Krishnan examine applications both in evidently incomplete data situations--where data are missing, distributions are truncated, or observations are censored or grouped--and in a broad variety of situations in which incompleteness is neither natural nor evident. They point out the algorithm's shortcomings and explain how these are addressed in the various extensions. Areas of application discussed include: Regression Medical imaging Categorical data analysis Finite mixture analysis Factor analysis Robust statistical modeling Variance-components estimation Survival analysis Repeated-measures designs For theoreticians, practitioners, and graduate students in statistics as well as researchers in the social and physical sciences, The EM Algorithm and Extensions opens the door to the tremendous potential of this remarkably versatile statistical tool. |
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| Notes |
| "A Wiley-Interscience publication." Includes bibliographical references (p. 243-260) and indexes. |