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An optimization algorithm often used for maximum-likelihood estimation in the presence of missing data.

19 votes
2 answers
6k views

Why should one use EM vs. say, Gradient Descent with MLE?

Mathematically, it's often seen that expressions and algorithms for Expectation Maximization (EM) are often simpler for mixed models, yet it seems that almost everything (if not everything) that can b …
Guillermo Angeris's user avatar