Talk:Expectation–maximization algorithm
Hello. I have a comment about the recent edit which credits the popularity of EM methods to the convergence proof instead of the ease of formulation. Maybe ease of formulation is not quite on the mark, but it seems that the convergence proof isn't either -- after all, the other methods (gradient ascent, etc) will also converge within some neighborhood of a stationary point, and that's all that's guaranteed for EM methods, right? -- FWIW, my point about ease of formulation was this: suppose you have a method that computes maximum likelihood estimates in the complete data case. When you consider the case of incomplete data, the previous method can often be adapted in a very straightforward way; the canonical example would be Gaussian mixture density estimation, in which computation of mean and variance are just replaced by a weighted mean and a weighted variance. I guess ultimately the reason for popularity is an empirical question; we would have to look at a lot of papers and see what reasons, if any, are given. Happy editing, Wile E. Heresiarch 15:37, 29 Apr 2004 (UTC)