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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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Acknowledgements

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). https://doi.org/10.1038/nbt1406

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