EM with missing data

[myroslavpidkuyko]

Is there any support for estimating GM model with missing data? There are some algorithms that allow for that (please see attached). EM_Algorithm_MissingData.pdf

[davidavdav]

This would be currently out of the scope for this package, maybe you can deal with incidental cases in a proprocessing step. I didn't read the full article, though, to really understand the problem.

[sylvaticus]

I implement an EM algorithm with missing data support in BetaML (I didn't follow however the Delalleau paper, so it may not be very efficient with large datasets).

[davidavdav]

Cool!