DOI: 10.1111/j.2517-6161.1990.tb01798.x. On Use of the Em Algorithm for Penalized Likelihood Estimation

On Use of the Em Algorithm for Penalized Likelihood Estimation

10.1111/j.2517-6161.1990.tb01798.x

Crossref journal-article

Oxford University Press (OUP)

Journal of the Royal Statistical Society Series B: Statistical Methodology (286)

Abstract

SUMMARY The EM algorithm is a popular approach to maximum likelihood estimation but has not been much used for penalized likelihood or maximum a posteriori estimation. This paper discusses properties of the EM algorithm in such contexts, concentrating on rates of convergence, and presents an alternative that is usually more practical and converges at least as quickly.

Bibliography

Green, P. J. (1990). On Use of the Em Algorithm for Penalized Likelihood Estimation. Journal of the Royal Statistical Society Series B: Statistical Methodology, 52(3), 443â452.

Authors 1

Peter J. Green (first)

References 8 Referenced 277

10.1111/j.2517-6161.1977.tb01600.x / J. R. Statist. Soc. B / Maximum likelihood from incomplete data via the EM algorithm (with discussion) by Dempster (1977)
{'issue': '4', 'key': '2024090920551421200_rssb01798-cit-0002', 'first-page': '43', 'article-title': 'Invited discussion contribution', 'volume': '52', 'author': 'Green', 'year': '1987', 'journal-title': 'Bull. Int. Statist. Inst.'} / Bull. Int. Statist. Inst. / Invited discussion contribution by Green (1987)
10.1109/42.52985 / IEEE Trans. Med. Imgng / Bayesian reconstructions from emission tomography data using a modified EM algorithm by Green (1990)
10.1109/TMI.1987.4307810 / IEEE Trans. Med. Imgng / A theoretical study of some maximum likelihood algorithms for emission and transmission tomography by Lange (1987)
10.1016/0167-7152(92)90015-W / Statist. Probab. Lett. / Some properties of adding a smoothing step to the EM algorithm by Nychka (1990)
10.1109/TMI.1982.4307558 / IEEE Trans. Med. Imgng / Maximum likelihood reconstruction in Positron Emission Tomography by Shepp (1982)
10.1111/j.2517-6161.1990.tb01788.x / J. R. Statist. Soc. B / A smoothed EM approach to indirect estimation problems, with particular reference to stereology and emission tomography (with discussion) by Silverman (1990)
{'key': '2024090920551421200_rssb01798-cit-0008', 'first-page': '72', 'volume-title': 'Iterative Solution of Large Linear Systems', 'author': 'Young', 'year': '1971'} / Iterative Solution of Large Linear Systems by Young (1971)

Dates

Type	When
Created	6 years, 8 months ago (Dec. 7, 2018, 1:14 a.m.)
Deposited	11 months, 2 weeks ago (Sept. 9, 2024, 5:49 p.m.)
Indexed	2 weeks, 3 days ago (Aug. 7, 2025, 5:07 a.m.)
Issued	35 years, 1 month ago (July 1, 1990)
Published	35 years, 1 month ago (July 1, 1990)
Published Online	6 years, 8 months ago (Dec. 5, 2018)
Published Print	35 years, 1 month ago (July 1, 1990)

Funders 0

None

BibTeX

@article{Green_1990, title={On Use of the Em Algorithm for Penalized Likelihood Estimation}, volume={52}, ISSN={1467-9868}, url={http://dx.doi.org/10.1111/j.2517-6161.1990.tb01798.x}, DOI={10.1111/j.2517-6161.1990.tb01798.x}, number={3}, journal={Journal of the Royal Statistical Society Series B: Statistical Methodology}, publisher={Oxford University Press (OUP)}, author={Green, Peter J.}, year={1990}, month=jul, pages={443–452} }

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