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What is the expectation maximization algorithm?

The expectation maximization algorithm arises in many computational biology applications that involve probabilistic models. What is it good for, and how does it work?

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Figure 1: Parameter estimation for complete and incomplete data.


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C.B.D. is supported in part by an National Science Foundation (NSF) Graduate Fellowship. S.B. wishes to acknowledge support by the NSF CAREER Award. We thank four anonymous referees for helpful suggestions.

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Correspondence to Chuong B Do.

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Do, C., Batzoglou, S. What is the expectation maximization algorithm?. Nat Biotechnol 26, 897–899 (2008).

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