The lecture describes the EM algorithm for calculating maximum likelihood estimates with special emphasis on graphical models with missing observations.
These notes give a short overview of the general EM algorithm
S. L. Lauritzen, The EM algorithm for Maximizing a Marginal Likelihood Function. Lecture Notes, 2000. [EM]
In addition, the text in Section 7.4 (pp 233-236) of [GM] and Section 9.6 (p 202-204) of [PNES] is close to what I will talk about in the lecture.
Overheads for screen-viewing and printing