We developed an expectation–maximization (EM) algorithm to estimate the variance parameter of the prior distribution for each regression coefficient.

We propose a deterministic alternative to estimate Gaussian and Gaussian copula graphical models using an expectation conditional maximization (ECM) algorithm, extending the EM approach from Bayesian ...

We show here that these MM algorithms can be reinterpreted as special instances of expectation-maximization algorithms associated with suitable sets of latent variables and propose some original ...