47 Further Reading

Bishop (2016)

One of the clearest treatments of the EM algorithm, variational inference, and MCMC can be found in Chapters 9-11 of Pattern Recognition and Machine Learning, by Christopher Bishop.

This is a great book in general.

EM Algorithm

Paper that popularized the method: Dempster, Laird, Rubin (1977)

Paper that got the theory correct: Wu (1983)

Variational Inference

Wainwright and Jordan (2008)

Ormerod and Wand (2010)

Blei et al. (2016)

MCMC

MCMC Without All the BS

Bayesian Data Analysis by Gelman et al.

Monte Carlo Strategies in Scientific Computing by Jun Liu