An EM algorithm for multivariate Poisson distribution and related models

Multivariate extensions of the Poisson distribution are plausible models for multivariate discrete data. The lack of estimation and inferential procedures reduces the applicability of such models. In this paper, an EM algorithm for Maximum Likelihood estimation of the parameters of the Multivariate Poisson distribution is described. The algorithm is based on the multivariate reduction technique that generates the Multivariate Poisson distribution. Illustrative examples are also provided. Extension to other models, generated via multivariate reduction, is discussed.