This page is for notes relating to various issues related to statistical modelling with a Bayesian flavour.
EM (Expectation Maximisation) Algorithm
Jeff A. Bilmes (1997) A Gentle Tutorial of the EM Algorithm and its Application to Parameter Estimation for Gaussian Mixture and Hidden Markov Models. Uploaded from http://ssli.ee.washington.edu/people/bilmes/mypapers/em.ps.gz
MCMC (Markov Chain Monte Carlo) methods