Regularized expectation maximization algorithm  EditEdit
InfoInfo TalkTalk  Regularized expectation maximization (RegEM)
algorithm is an extension of the [WWW]expectation-maximization
(EM) algorithm developed by [WWW]Tapio Schneider. It has been
used in several multiproxy reconstructions being the current
favorite of [WWW]Michael E. Mann and his co-authors. Its use has
become controversial, and the consensus at CA is that "The Team"
uses RegEM because they like the results, not because they
understand the statistics. See, for example, [WWW]Smerdon et al
2008 on RegEM and other nearby threads.  RegEM is described in
Schneider, T., 2001: [WWW]Analysis of incomplete climate data:
Estimation of mean values and covariance matrices and imputation
of missing values, Journal of Climate, 14, 853–871. [WWW]Matlab
Implementation is available from Schneider's homepage.