This procedure, known as the EM algorithm, is a specialization to the mixture density context of a general algorithm of the same name used to approximate maximum-likelihood estimates for incomplete ...

Maximum Likelihood Estimation (MLE): A statistical technique that determines the parameters of a model by maximising the likelihood function, thereby identifying the most probable parameters given ...

A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and ...