In statistics, an expectation–maximization (EM) algorithm is an iterative method to find (local) maximum likelihood or maximum a posteriori (MAP) estimates of parameters in statistical models, where the model depends on unobserved latent variables. The EM iteration alternates between performing an expectation (E) step, which creates a function for the expectation of the log-likelihood evaluated using the current estimate for the parameters, and a maximization (M) step, which computes parameters maximizing the expected log-likelihood found on the E step. These parameter-estimates are then used to determine the distribution of the latent variables in the next E step. It can be used, for example, to estimate a mixture of gaussians, or to solve the multiple linear regression problem.
Martin David Davis was an American mathematician and computer scientist who contributed to the fields of computability theory and mathematical logic. His work on Hilbert's tenth problem led to the MRDP theorem. He also advanced the Post–Turing model and co-developed the Davis–Putnam–Logemann–Loveland (DPLL) algorithm, which is foundational for Boolean satisfiability solvers.
Cedric Austen Bardell Smith was a British statistician and geneticist. Smith was born in Leicester. He was the younger son of John Bardell Smith (1876–1950), a mechanical engineer, and Ada. He was educated at Wyggeston Grammar School for Boys until 1929, when the family moved to London. His education continued at Bec School, Tooting, for three years, then at University College School, London. In 1935, although having failed his Higher School Certificate, he was awarded an exhibition to Trinity College, Cambridge. He graduated in the Mathematical Tripos, with a First in Part II in 1937 and a Distinction in Part III in 1938. Following graduation he began postgraduate research, taking his PhD in 1942.
Per Erik Rutger Martin-Löf is a Swedish logician, philosopher, and mathematical statistician. He is internationally renowned for his work on the foundations of probability, statistics, mathematical logic, and computer science. Since the late 1970s, Martin-Löf's publications have been mainly in logic. In philosophical logic, Martin-Löf has wrestled with the philosophy of logical consequence and judgment, partly inspired by the work of Brentano, Frege, and Husserl. In mathematical logic, Martin-Löf has been active in developing intuitionistic type theory as a constructive foundation of mathematics; Martin-Löf's work on type theory has influenced computer science.
Stephen Elliott Fienberg was a professor emeritus in the Department of Statistics, the Machine Learning Department, Heinz College, and Cylab at Carnegie Mellon University. Fienberg was the founding co-editor of the Annual Review of Statistics and Its Application and of the Journal of Privacy and Confidentiality.
William Henry Kruskal was an American mathematician and statistician. He is best known for having formulated the Kruskal–Wallis one-way analysis of variance, a widely used nonparametric statistical method.
Bradley Efron is an American statistician. Efron has been president of the American Statistical Association (2004) and of the Institute of Mathematical Statistics (1987–1988). He is a past editor of the Journal of the American Statistical Association, and he is the founding editor of the Annals of Applied Statistics. Efron is also the recipient of many awards.
Donald Bruce Rubin is an Emeritus Professor of Statistics at Harvard University, where he chaired the department of Statistics for 13 years. He also works at Tsinghua University in China and at Temple University in Philadelphia.
Herman Otto Hartley was a German American statistician. He made significant contributions in many areas of statistics, mathematical programming, and optimization. He also founded Texas A&M University's Department of Statistics.
Diane Marie Lambert is an American statistician known for her work on zero-inflated models, a method for extending Poisson regression to applications such as the statistics of manufacturing defects in which one can expect to observe a large number of zeros. A former Bell Labs Fellow, she is a research scientist for Google, where she lists her current research areas as "algorithms and theory, data mining and modeling, and economics and electronic commerce".
Bjorn Mikhail Poonen is a mathematician, four-time Putnam Competition winner, and a Distinguished Professor in Science in the Department of Mathematics at the Massachusetts Institute of Technology. His research is primarily in arithmetic geometry, but he has occasionally published in other subjects such as probability and computer science. He has edited two books.
Nan McKenzie Laird is the Harvey V. Fineberg Professor of Public Health, Emerita in Biostatistics at the Harvard T.H. Chan School of Public Health. She served as Chair of the Department from 1990 to 1999. She was the Henry Pickering Walcott Professor of Biostatistics from 1991 to 1999.
Theodore Wilbur Anderson was an American mathematician and statistician who specialized in the analysis of multivariate data. He was born in Minneapolis, Minnesota. He was on the faculty of Columbia University from 1946 until moving to Stanford University in 1967, becoming Emeritus Professor in 1988. He served as Editor of Annals of Mathematical Statistics from 1950 to 1952. He was elected President of the Institute of Mathematical Statistics in 1962.
Chien-Fu Jeff Wu is a Taiwanese-American statistician. He is the Coca-Cola Chair in Engineering Statistics and Professor in the H. Milton Stewart School of Industrial and Systems Engineering at the Georgia Institute of Technology. He is known for his work on the convergence of the EM algorithm, resampling methods such as the bootstrap and jackknife, and industrial statistics, including design of experiments, and robust parameter design.
Nancy Margaret Reid is a Canadian theoretical statistician. She is a professor at the University of Toronto where she holds a Canada Research Chair in Statistical Theory. In 2015 Reid became Director of the Canadian Institute for Statistical Sciences.
Xiao-Li Meng is a Chinese American statistician and the Whipple V. N. Jones Professor of Statistics at Harvard University. He received the COPSS Presidents' Award in 2001. He has written numerous research papers about Markov chain Monte Carlo algorithms and other statistical methodology.
Jun S. Liu is a Chinese-American statistician focusing on Bayesian statistical inference, statistical machine learning, and computational biology. He was assistant professor of statistics at Harvard University from 1991 to 1994. From 1994 to 2004, he was Assistant, Associate, and full Professor of Statistics at Stanford University. Since 2000, Liu has been Professor of Statistics in the Department of Statistics at Harvard University and held a courtesy appointment at Harvard T.H. Chan School of Public Health.
Trevor John Hastie is an American statistician and computer scientist. He is currently serving as the John A. Overdeck Professor of Mathematical Sciences and Professor of Statistics at Stanford University. Hastie is known for his contributions to applied statistics, especially in the field of machine learning, data mining, and bioinformatics. He has authored several popular books in statistical learning, including The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Hastie has been listed as an ISI Highly Cited Author in Mathematics by the ISI Web of Knowledge. He also contributed to the development of S.
Jerome Harold Friedman is an American statistician, consultant and Professor of Statistics at Stanford University, known for his contributions in the field of statistics and data mining.
Louise Marie Ryan is an Australian biostatistician, a distinguished professor of statistics in the School of Mathematical Sciences at the University of Technology Sydney, president-elect of the International Biometric Society, and an editor-in-chief of the journal Statistics in Medicine. She is known for her work applying statistics to cancer and risk assessment in environmental health.
