“…However, one can easily see that still has a very complex form, due to the presence of functions of the following forms in f ( h : H ) (·; Ψ ), when h varies in {1,…, H }, with a , b ∈ {1,…, H }. To obtain an easier to use complete‐data likelihood function and proceed with a suitable EM algorithm, as described in the supplementary document, we define further latent vectors to obtain a new set of complete‐data denoted by . The complete‐data likelihood function associated with Y is given below as the joint distribution of { X ∗ , Y } and will be used to estimate Ψ , …”