# Expectation Maximization algorithm

I am having problems finding a well thought out complete explanation of expectation maximization. Does anyone have a best source for someone completely new to this stuff?

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Do you mean something other than the original paper, discussions, and rejoinder? –  cardinal Mar 25 '12 at 1:17
If you just want it for applications I think the wikipedia page is coherent. @cardinal If you want something rigorous, IIRC the original paper (Dempster, Laird, and Rubin) failed to rigorously prove that the EM algorithm converges to a local max. –  guy Mar 25 '12 at 1:54
@guy: Yes, but that is covered by Wu (1983) which is not hard to find either. :) –  cardinal Mar 25 '12 at 2:16
But are any of these good for someone who is a newbie at mathematics and statistics? –  user782220 Mar 25 '12 at 2:57
I am currently working on implementing such algorithm and have a convergence issue... My code converges to a solution after only the second step but it converges to a trivial solution, i.e. all-zero values in the solution. And I clearly don't expect that to be a solution... Has anyone ever encountered such convergence issue? I overlooked at my implementation and can't see why I get to that situation. Perhaps I don't fully understand what is going on in that iterative process... Any hint will be welcome. –  EricP Aug 30 '12 at 20:18
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