Customer Reviews

The EM Algorithm and Extensions (Wiley Series in Probability and Statistics)

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1 star:		(2)

 

 

Excellent text on the EM algorithm. Covers theory as well as a number of applications. Clearly written. Historical accounts and examples make reading delightful. I would have found it sweeter if it covered applications in time series. It was only inevitable that everyone's favorite application couldn't be included because of their sheer multitude.

I guess this is also the only text available on the subject, as of now!

Although this is the standard book on EM, as someone who taught out of this book for a few years I've concluded that it just has too many typos and bad arguments to be worth the trouble. They mix notations, fail to define notation, and make the most basic math errors. Their proofs and derivations seem to, without fail, use the most maddeningly circuitous logic and unnecessary arguments.

These truths I hold to be self evident:
1) It is unacceptable to provide equations without explaining all the symbols in them.
2) If you explain something to an intelligent person and they still don't understand then it is your fault not theirs.
3) Laziness is the right of the reader, not the author.

In practice you assume your audience knows some things, ellide from previous equations for space and fluency, and provide a glossary. But I have a degree in maths (not stats) and still I can't make head or tail of the first two pages of chapter 2 in the excerpt given. So I will look for a book, article or course that assumes less knowledge on my part.

I tried to read the whole introductive chapter a couple of times but I couldn't understand what is EM about, the used terminology and the basic definitions. The authors say that the book is for theoriticians and practicioners, but I do think it is not appropriate for both categories, unless the reader has been involved in writing papers on this topic. I have enough background knowledge in probability theory and in mathematics but it seems that I have to read all the relevant literature before going a step ahead. In my opinion this book is wide useless for people who do not know EM algorithm.

The book provides a detailed coverage of the EM algorithm, its extensions, and applications. It is an essential book for those who are interested in the EM algorithm.