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

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 introduce a maximum Lq-likelihood estimation (MLqE) of mixture models using our proposed expectation-maximization (EM) algorithm, namely the EM algorithm with Lq-likelihood (EM-Lq). Properties of ...