This book is made of different research problems which have in common the presence of latent variables. In the first part undirected and directed graphical models are considered and in the case of Gaussian continuous variables the author shows that the specification of a complex multivariate distribution through univariate regressions induced by a Directed Acyclic Graph (DAG) can be regarded as a simplification. The Expectation-Maximization algorithm is considered for the maximum likelihood estimation of the model parameters and the author illustrates a method for obtaining an explicit...