Expectation-Maximization Algorithm

[Baum and Eagon, 1967]

L. Baum and J. Eagon. An inequality with applications to statistical estimation for probalistic functions of Markov processes and to a model for ecology. American Mathematical Society Bulletin, 73:360-363, 1967.

[Baum and Petry, 1967]

L. Baum and T. Petry. Statistical inference for probabilistic functions of finite state Markov chains. ??, pages 1554-1563, 1967.

[Baum et al., 1970]

L. Baum, T. Petrie, G. Soules, and N. Weiss. A maximization technique occuring in the statistical analysis of probablistic functions of Markov chains. The Annals of Mathematical Statistics, 41(1):164-171, 1970.

[Baum, 1972]

L. Baum. An inequality and associated maximization technique in statistical estimation for probalistic functions of Markov processes. Inequalities, 3:1-8, 1972.

[Devijver, 1985]

P. Devijver. Baum's forward-backward algorithm revisited. Pattern Recognition Letters, 3(6):369-373, 1985.

[Kamp, 1991]

Y. Kamp. An introduction to the Baum and EM algorithms for maximum likelihood estimation. Technical Report 830, Institute for Perception Research, 1991.