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)
MCMC
Bayesian Data Analysis by Gelman et al.