I wonder about the relationship between two methods called expectation-maximization (EM) and majorization-minimization. One of them, the EM algorithm can be used for finding the mode of the likelihood or posterior distribution by introducing the latent variables. In the book of Bishop, BRML, he claims that, the new distribution with latent variables are easy to optimize. Majorization minimization methods underlie the same idea, that is, one can introduce another cost function which iteratively converges to the original cost function which is hard to maximize.
Let us take following model: $$ y = x + \eta$$ where $\eta$ is a Gaussian random variable. Maximum likelihood estimation in this model corresponds to the optimization over a quadratic term $\|y -x \|_2^2$. This functional is easy to optimize, however we can find more complicated models which are not easy to optimize, hence introduce an alternative cost function which iteratively converges to the original one (Majorization minimisation). The EM algorithm achieve similar goals but introduce probabilistic notions such as latent variables.
I wonder if these two algorithms are equivalent for some special cases. Or if they are completely different, what is the relationship between them? Thanks!