We propose a generic on-line (also sometimes called adaptive or recursive) version of the expectation-maximization (EM) algorithm applicable to latent variable models of independent observations. Compared with the algorithm of Titterington, this approach is more directly connected to the usual...

type="main" xml:id="rssb12056-abs-0001" <title type="main">Summary</title> <p>The choice of the summary statistics that are used in Bayesian inference and in particular in approximate Bayesian computation algorithms has bearings on the validation of the resulting inference. Those statistics are nonetheless customarily used...</p>