OnlineEM contains the MATLAB/OCTAVE routines implementing the online Expectation-Maximization algorithm used for the numerical simulations presented in
- O. Cappé. Online Expectation-Maximisation. In K. Mengersen, M. Titterington, and C. P. Robert, editors, Mixtures: Estimation and Applications. Wiley, 2011.
- O. Cappé and E. Moulines. On-line Expectation-Maximization Algorithm for Latent Data Models. J. Royal Statist. Soc. B, 71(3):593-613, 2009.