A Tutorial on the Expectation-Maximization Algorithm Including Maximum-Likelihood Estimation and EM Training of Probabilistic Context-Free Grammars

The paper gives a brief review of the expectation-maximization algorithm (Dempster, Laird, and Rubin 1977) in the comprehensible framework of discrete mathematics. In Section 2, two prominent estimation methods, the relative-frequency estimation and the maximum-likelihood estimation are presented. Section 3 is dedicated to the expectation-maximization algorithm and a simpler variant, the generalized expectation-maximization algorithm. In Section 4, two loaded dice are rolled. A more interesting example is presented in Section 5: The estimation of probabilistic context-free grammars. Enjoy!